Numerical Linear Algebra: Least Squares, QR and SVD
Numerical Linear Algebra: Least Squares, QR and SVD
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 …