Fundamentals of Matrix Computations

Offers a basic introduction to the matrix computations used in science and engineering, such as Eigen-system computations and the singular-value decomposition. It introduces algorithms at an early stage in order to encourage students to begin programming.

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Offered here is an unintimidating introduction to the basic matrix computations of science and engineering. Topics include the solution of linear equations by Gaussian elimination and the related LU decomposition, the QR decomposition and the least squares problem, eigen-system computations, and the singular value decomposition. Algorithms are introduced early in the discussion of each major topic, which allows students to start programming right away.