3 ms·
What do you guys recommend for learning about how numerical linear algebra works? (not just how to use it, but how the algorithms work)
by jules 16y ago
What do you guys recommend for learning about how numerical linear algebra works? (not just how to use it, but how the algorithms work)
- PaulHoule 16y ago"Numerical Recipies" by Teukolsky et al. is a good, accessable, and pedagogical introduction to numerical methods of all sorts, including matrix operations. His course covers some areas the book doesn't, especially how to recognize and deal with numerical instabilities. If you go looking deeper in the literature, you'll find that a lot of what's in NR is obsolete.
- thesz 16y agohttp://www.amazon.com/Applied-Numerical-Linear-Algebra-Demmel/dp/0898713897 http://www.amazon.com/Applied-Numerical-Linear-Algebra-Demme... This is really good book. It contains various topics from basic linear algebra (like solving systems with LR factorization) to solving (partial) differential equations with linear algebra. It also tells you where each method applicable (like, "you can use that if this, but that one method works almost everywhere you could need, except that it is much more expensive"). PS Russian translation of that book quickly became a rarity.