Numerical Linear Algebra: Least Squares, QR and SVD

Fuente: arXiv
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Auteur principal: Mirzaei, Davoud
Format: Preprint
Publié: 2024
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author Mirzaei, Davoud
author_facet Mirzaei, Davoud
contents These lecture notes focus on some numerical linear algebra algorithms in scientific computing. We assume that students are familiar with elementary linear algebra concepts such as vector spaces, systems of equations, matrices, norms, eigenvalues, and eigenvectors. In the numerical part, we do not pursue Gaussian elimination and other LU factorization algorithms for square systems. Instead, we mainly focus on overdetermined systems, least squares solutions, orthogonal factorizations, and some applications to data analysis and other areas.
format Preprint
id arxiv_https___arxiv_org_abs_2412_19960
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Numerical Linear Algebra: Least Squares, QR and SVD
Mirzaei, Davoud
History and Overview
Numerical Analysis
These lecture notes focus on some numerical linear algebra algorithms in scientific computing. We assume that students are familiar with elementary linear algebra concepts such as vector spaces, systems of equations, matrices, norms, eigenvalues, and eigenvectors. In the numerical part, we do not pursue Gaussian elimination and other LU factorization algorithms for square systems. Instead, we mainly focus on overdetermined systems, least squares solutions, orthogonal factorizations, and some applications to data analysis and other areas.
title Numerical Linear Algebra: Least Squares, QR and SVD
topic History and Overview
Numerical Analysis
url https://arxiv.org/abs/2412.19960