Numerical Linear Algebra for Computational Science and Information Engineering (CITHN2006)

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The course consists of the following lectures:

L00. Introduction [slides]

L01. Essentials of linear algebra [slides]

L02. Floating-point arithmetic and error analysis [slides]

L03. Direct methods for dense linear systems [slides]

L04. Sparse data structures and basic linear algebra subprograms [slides]

L05. Introduction to direct methods for sparse linear systems [slides]

L06. Orthogonalization and least-squares problems [slides]

L07. Basic iterative methods for linear systems [slides]

L08. Basic iterative methods for eigenvalue problems [slides]

L09. Locally optimal block preconditioned conjugate gradient [slides]

L10. Arnoldi and Lanczos procedures [slides]

L11. Jacobi-Davidson methods [slides]

L12. Krylov subspace methods for linear systems [slides]

L13. Preconditioned iterative methods for linear systems [slides]