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## Table Of Contents

Introduction to Algorithmics
4.1 Algorithms and pseudolanguage
4.2 Operation Count and Complexity
4.3 The Strassen Algorithm
4.4 Equivalence of Operations
4.5 Exercises
Linear Systems
5.1 Square Linear Systems
5.2 Over- and Underdetermined Linear Systems
5.3 Numerical Solution
5.3.1 Floating-Point System
5.3.2 Matrix Conditioning
5.3.3 Conditioning of a Finite Diﬀerence Matrix
5.3.4 Approximation of the Condition Number
5.3.5 Preconditioning
5.4 Exercises
Direct Methods for Linear Systems
6.1 Gaussian Elimination Method
6.2 LU Decomposition Method
6.2.1 Practical Computation of the LU Factorization
6.2.2 Numerical Algorithm
6.2.3 Operation Count
6.2.4 The Case of Band Matrices
6.3 Cholesky Method
6.3.1 Practical Computation of the Cholesky Factorization
6.3.2 Numerical Algorithm
6.3.3 Operation Count
6.4 QR Factorization Method
6.4.1 Operation Count
6.5 Exercises
Least Squares Problems
7.1 Motivation
7.2 Main Results
7.3 Numerical Algorithms
7.3.1 Conditioning of Least Squares Problems
7.3.2 Normal Equation Method
7.3.3 QR Factorization Method
7.3.4 Householder Algorithm
7.4 Exercises
Simple Iterative Methods
8.1 General Setting
8.2 Jacobi, Gauss–Seidel, and Relaxation Methods
8.2.1 Jacobi Method
8.2.2 Gauss–Seidel Method
8.2.3 Successive Overrelaxation Method (SOR)
8.3 The Special Case of Tridiagonal Matrices
8.4 Discrete Laplacian
8.5 Programming Iterative Methods
8.6 Block Methods
8.7 Exercises
Conjugate Gradient Method
9.1 The Gradient Method
9.2 Geometric Interpretation
9.3 Some Ideas for Further Generalizations
9.4 Theoretical Deﬁnition of the Conjugate Gradient Method
9.5 Conjugate Gradient Algorithm
9.5.1 Numerical Algorithm
9.5.2 Number of Operations
9.5.3 Convergence Speed
9.5.4 Preconditioning
9.5.5 Chebyshev Polynomials
9.6 Exercises
Methods for Computing Eigenvalues
10.1 Generalities
10.3 Power Method
10.4 Jacobi Method
10.5 Givens–Householder Method
10.6 QR Method
10.7 Lanczos Method
10.8 Exercises
Solutions and Programs
11.1 Exercises of Chapter 2
11.2 Exercises of Chapter 3
11.3 Exercises of Chapter 4
11.4 Exercises of Chapter 5
11.5 Exercises of Chapter 6
11.6 Exercises of Chapter 7
11.7 Exercises of Chapter 8
11.8 Exercises of Chapter 9
11.9 Exercises of Chapter 10
References
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Numerical Linear Algebra

# Numerical Linear Algebra

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Published by: abhi3142 on Feb 06, 2012
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