Numerical Linear Algebra – Syllabus

Numerical Linear Algebra

  1. Numerical Solution of Linear Systems
    1. Industrial applications
    2. Direct methods and iterative methods
  2. Numerical Solution of Eigenvalue Problems
    1. Applications
    2. Methods for small scale and large scale standard eigenvalue problems
  3. Nonlinear Eigenvalue Problems
    1. Applications
    2. Linearization
    3. Preservation of structure
  4. Numerical Solution of Least Squares and Best Fit Problems
  5. Applications
  6. The singular value decomposition
  7. Least squares and total least squares
  • Numerical Linear Algebra in Model Reduction and Control.
  • Applications
  • Linear quadratic optimal control
  • Solution of Lyapunov and Riccati equations
  • Model reduction