Linear Algebra and Applications
Matrices and vectors. Linear systems. Gaussian elimination and LU factorization. Orthogonality: projections, orthogonalization and least squares. Decomposition into singular values. Eigenvalues and eigenvectors. Introduction to numerical analysis: stability and conditioning. Applications: reduction of dimensionality and main components; PageRank algorithm and equivalents.
Basic Information
Workload
60 hours
Mandatory:
- Poole, D. (2004). Álgebra Linear. Thomson
- Lima, E. L. (1996). Álgebra Linear. IMPA.
- Strang, G. (2006). Linear Algebra and Its Applications. Brooks and Cole.
- Trefethen, L. N., & Bau, D. (1997). Numerical Linear Algebra. SIAM.