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Numerical Linear Algebra

Willy Brandal

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Carefully written undergraduate text at the appropriate level of rigor. Various algorithms are developed and compared. Care is taken with regard to which results hold in the field of reals and which hold in the complex numbers. Topics include: Gaussian elimination; LU decomposition; Cholesky decomposition; the Gauss-Seidel, power, and QR methods; Aitken acceleration; and others. Includes many exercises at the end of sections.

 


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