- solving linear systems and
- finding eigenvalues
are accomplished every day on large systems by computer. This course
will place these topics in the correct abstract, finite-dimensional vector
space framework but also describe how actual matrices can be handled in a
stable, fast, and accurate manner. Many of the ideas relate to famous
matrix decompositions, theorems, and algorithms:
- spectral theorem and Schur decomposition
- singular value decomposition (SVD)
- the QR method for eigenvalues
- Krylov subspace methods.