Numerical Linear Algebra

• Review
• Direct Methods - the LU decomposition
  • Tridiagonal matrix
  • Tridiag solver
  • General matrix
  • LU solver
  • Iterative refinement
  • refine.f
• HOMEWORK
• Iterative Methods
  • Jacobi Method
  • Gauss-Seidel Method
• Convergence
• Over-relaxation
• Conjugate Gradient
• Eigenvalues
  • Power method
  • HOMEWORK
  • Inverse power method
• Singular value decomposition
• About this document ...