Numerical Linear Algebra

Module Title:
Numerical Linear Algebra
Module Code:

Module Content
  • Special classes of matrices (normal, unitary, Hermitian, positive definite)
  • Solving system of equations
  • Fundamental linear algebraic concepts (matrix norms, eigenvalues, singular values and vectors)
  • Euclidean space and inner product, linear transformations, multilinear form, quadratic forms
  • Transform matrices into triangular, Hessenberg, tri-diagonal, or unitary form
  • Direct methods for solving linear algebraic systems
  • Iterative techniques for solving linear algebraic systems and eigenvalues problems
  • Multigrid methods
  • Convergence, stability and complexity of algorithms