Numerical Linear Algebra

By: William Layton, Myron Mike Sussman

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eText | 14 July 2020

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'The numerical algorithms presented are written in pseudocode and based on MATLAB, a programming and numeric computing platform widely used in STEM fields. Thus, no formal training in computer science or knowledge of any specific programming language is needed to parse the algorithms. Summing up: Recommended.'

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Many students come to numerical linear algebra from science and engineering seeking modern tools and an understanding of how the tools work and their limitations. Often their backgrounds and experience are extensive in applications of numerical methods but limited in abstract mathematics and matrix theory. Often enough it is limited to multivariable calculus, basic differential equations and methods of applied mathematics. This book introduces modern tools of numerical linear algebra based on this background, heavy in applied analysis but light in matrix canonical forms and their algebraic properties. Each topic is presented as algorithmic ideas and through a foundation based on mostly applied analysis. By picking a path through the book appropriate for the level, it has been used for both senior level undergraduates and beginning graduate classes with students from diverse fields and backgrounds.