Computational Linear Algebra

Module aims

For more information on this module, please visit Blackboard.

https://bb.imperial.ac.uk/webapps/blackboard/content/listContent.jsp?course_id=_7508_1&content_id=_1087552_1&mode=reset

Reading list

Core reading

• Applied numerical linear algebra

  Demmel, James W.

  Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104)

• Iterative methods for linear systems : theory and applications

  Olʹshanskiĭ, Maksim Aleksandrovich, 1971- author.

  Society for Industrial and Applied Mathematics SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104

• Numerical matrix analysis: linear systems and least squares

  Ipsen, Ilse C. F

  Society for Industrial and Applied Mathematics

• Iterative Methods for Solving Linear Systems

  Anne Greenbaum

• Numerical methods for least squares problems

  Björck, Åke

  Society for Industrial and Applied Mathematics

• Iterative methods for sparse linear systems

  Saad, Y.

  2nd ed., Society for Industrial and Applied Mathematics SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104

• The matrix eigenvalue problem: GR and Krylov subspace methods

  Watkins, David S

  Society for Industrial and Applied Mathematics

• Numerical methods for large eigenvalue problems

  Saad, Y.

  Rev. ed., Society for Industrial and Applied Mathematics SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104

• Solving Least Squares Problems

  Charles L. Lawson and Richard J. Hanson

• Numerical Linear Algebra for High-Performance Computers

  Jack J. Dongarra , Iain S. Duff , Danny C. Sorensen and Henk A. van der Vorst

• Numerical linear algebra

  Trefethen, Lloyd N. (Lloyd Nicholas)

  Society for Industrial and Applied Mathematics

Supplementary reading

• The total least squares problem: computational aspects and analysis

  Huffel, Sabine van ; Vandewalle, Joos

  Society for Industrial and Applied Mathematics

• Direct methods for sparse linear systems

  Davis, Timothy A

  Society for Industrial and Applied Mathematics

• Functions of matrices: theory and computation

  Higham, Nicholas J

  Society for Industrial and Applied Mathematics

• Fast direct solvers for elliptic PDEs

  Martinsson, Per-Gunnar, author.

  Society for Industrial and Applied Mathematics SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104