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Numerical Linear Algebra

Indian Institute of Technology Roorkee via NPTEL

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This course is a basic course offered to UG/PG students of Engineering/Science background. It contains basics of matrix algebra, computer arithmetic, conditioning and condition number, stability of numerical algorithms, vector and matrix norms, convergent matrices, stability of non-linear systems, sensitivity analysis, singular value decomposition (SVD), algebraic and geometric properties of SVD, least square solutions, Householder matrices and applications, QR method, Power method and applications, Jacobi method for finding the eigenvalues of a given matrix. This course has tremendous applications in diverse fields of Engineering and Sciences such as control theory, image processing, numerical analysis and dynamical systems etc.

Taught by

P. N. Agrawal and D. N Pandey

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