Prof. Steven G. Johnson
18.335J / 6.337J
This course offers an advanced introduction to numerical linear algebra. Topics include direct and iterative methods for linear systems, eigenvalue decompositions and QR/SVD factorizations, stability and accuracy of numerical algorithms, the IEEE floating point standard, sparse and structured matrices, preconditioning, linear algebra software. Problem sets require some knowledge of MATLAB®.
OCW has published multiple versions of this subject.
Johnson, Steven. 18.335J Introduction to Numerical Methods, Fall 2010. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/mathematics/18-335j-introduction-to-numerical-methods-fall-2010 (Accessed). License: Creative Commons BY-NC-SA