Course Content
Basic iterative methods for solutions of linear systems and their rates of convergence. Generalized conjugate gradient, Krylov space and Lanczos methods. Iterative methods for symmetric, non-symmetric and generalized eigenvalue problems. Singular value decompositions. Fast computations for structured matrices. Polynomial matrix computations. Perturbation bounds for eigenvalues.
Text / References
- 1 267011Owe Axelsson, Iterative solution methods. Cambridge.1994.267011G. Meurant: Computer solution of large linear systems. North Holland, 1999.267011Golub and C. Van Loan: Matrix computations. John Hopkins Press 1996.267011G. W. Stewart and J. Sun: Matrix perturbation theory. Academic press,1990.