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This is an archived course. A more recent version may be available at ocw.mit.edu.
The image of the unit sphere under any m x n matrix is a hyperellipse. (Image by Dr. Per-Olof Persson.)
Dr. Per-Olof Persson
18.335J / 6.337J
Fall 2006
Graduate
This course offers an advanced introduction to numerical linear algebra. Topics include direct and iterative methods for linear systems, eigenvalue decompositions and QR/SVD factorizations, stability and accuracy of numerical algorithms, the IEEE floating point standard, sparse and structured matrices, preconditioning, linear algebra software. Problem sets require some knowledge of MATLAB®.
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