CS475/CM375 - Reference Material
Textbook
Numerical Linear Algebra
L.N. Trefethen and D. Bau III
Material on Reserve in the library
These reference texts contain the algorithms discussed in class.
References to these texts will be made from time to time.
- Numerical Linear Algebra (textbook)
L.N. Trefethen and D. Bau III
QA184.T74, 1997
- Applied Numerical Linear Algebra
J. Demmel
QA184.D455, 1997
- Matrix Computations
G. Golub and C. Van Loan
QA188.G65x, 1989.
- Iterative Methods for Sparse Linear Systems
Y. Saad
QA188.S17, 2003. (Also available on-line; see below)
- Direct Methods for Sparse Matrices
Duff, Erisman, Reid
QA188.D84
- Computer Solution of Large Sparse Positive Definite Systems
George and Liu
QA188.G46
References Available On-line
Software and Data
- Netlib
This is a traditional repository for mathematical software. Lots of
stuff.
- LAPACK
Linear Algebra PACKage. It is a widely used linear algebra lirary which
contains highly efficient implementation of numerical linear algebra
methods
for solving linear systems, least squares problems, eigenvalue
problems, and
singular value decomposition.
- Matrix
Market contains a set of standard test matrices from fluid dynamics
and
from engineering.