5 ms·

What is a good resource to self-study numerical linear algebra?

gwgundersen 4y ago
There are many good resources! A few, depending on your inclination: - For intuition: https://www.youtube.com/watch?v=fNk_zzaMoSs https://www.youtube.com/watch?v=fNk_zzaMoSs - For rigor: https://ocw.mit.edu/courses/18-06-linear-algebra-spring-2010/ https://ocw.mit.edu/courses/18-06-linear-algebra-spring-2010... - For code: https://codingthematrix.com/ https://codingthematrix.com/ - For numerical/algorithmic details: https://people.maths.ox.ac.uk/trefethen/text.html https://people.maths.ox.ac.uk/trefethen/text.html
- generationP 4y ago
  Rigor and Strang are not two words I'd put in the same sentence. Neil Strickland's notes https://neilstrickland.github.io/linear_maths/ https://neilstrickland.github.io/linear_maths/ (for the matrix point of view) or Jim Hefferon's book https://joshua.smcvt.edu/linearalgebra/index.html https://joshua.smcvt.edu/linearalgebra/index.html (for a vector-spacey treatment) are what comes to my mind when I think "rigor" (along with all sorts of older textbooks like Hoffman/Kunze); Jean Gallier's long set of notes https://www.cis.upenn.edu/~jean/math-deep.pdf https://www.cis.upenn.edu/~jean/math-deep.pdf goes even further in that direction.
Test0129 4y ago
The cool thing about numerical linear algebra is, as far as numerical analysis is concerned, it's probably one of the most accessible fields to the would-be citizen scientist. It's been a long time since I've taken linear algebra but if you can find an OCW course, or a really good book I'd start there. You'll want some rigor under your belt. Once you do that, any good numerical analysis text will usually cover the basics (you'll need them) before going into the fascinating world of algorithms as they relate to linear algebra.
jeffreyrogers 4y ago
Numerical Linear Algebra by Trefethen and Bau is the resource I've seen recommended most often. I've only read the first few chapters but they are good and useful.
j7f3 4y ago
head to ulaff.net, they have textbooks, a set of computer exercises, a code repository, youtube lectures, the whole nine yards really starting with linear algebra 101 and culminating with numerical linear algebra their treatment of numerical linear algebra is not as comprehensive as say the one you'd find in Watkins' Fundamentals of Matrix Computations but it's free

There are many good resources! A few, depending on your inclination: - For intuition: https://www.youtube.com/watch?v=fNk_zzaMoSs https://www.youtube.com/watch?v=fNk_zzaMoSs - For rigor: https://ocw.mit.edu/courses/18-06-linear-algebra-spring-2010/ https://ocw.mit.edu/courses/18-06-linear-algebra-spring-2010... - For code: https://codingthematrix.com/ https://codingthematrix.com/ - For numerical/algorithmic details: https://people.maths.ox.ac.uk/trefethen/text.html https://people.maths.ox.ac.uk/trefethen/text.html

generationP 4y ago
Rigor and Strang are not two words I'd put in the same sentence. Neil Strickland's notes https://neilstrickland.github.io/linear_maths/ https://neilstrickland.github.io/linear_maths/ (for the matrix point of view) or Jim Hefferon's book https://joshua.smcvt.edu/linearalgebra/index.html https://joshua.smcvt.edu/linearalgebra/index.html (for a vector-spacey treatment) are what comes to my mind when I think "rigor" (along with all sorts of older textbooks like Hoffman/Kunze); Jean Gallier's long set of notes https://www.cis.upenn.edu/~jean/math-deep.pdf https://www.cis.upenn.edu/~jean/math-deep.pdf goes even further in that direction.

Test0129 4y ago

The cool thing about numerical linear algebra is, as far as numerical analysis is concerned, it's probably one of the most accessible fields to the would-be citizen scientist. It's been a long time since I've taken linear algebra but if you can find an OCW course, or a really good book I'd start there. You'll want some rigor under your belt. Once you do that, any good numerical analysis text will usually cover the basics (you'll need them) before going into the fascinating world of algorithms as they relate to linear algebra.

jeffreyrogers 4y ago

Numerical Linear Algebra by Trefethen and Bau is the resource I've seen recommended most often. I've only read the first few chapters but they are good and useful.

j7f3 4y ago

head to ulaff.net, they have textbooks, a set of computer exercises, a code repository, youtube lectures, the whole nine yards really starting with linear algebra 101 and culminating with numerical linear algebra their treatment of numerical linear algebra is not as comprehensive as say the one you'd find in Watkins' Fundamentals of Matrix Computations but it's free