This text aims to give undergraduate students a grasp of the basic concepts of round-off errors, stability, conditioning, and accuracy as well as an appreciation of the core numerical linear algebra algorithms, their basic properties and implementations. The author draws heavily on applications from electrical, mechanical, and chemical engineering; physics and chemistry; statistics; control theory; and signal and image processing. The two most fundamental concepts of numerical linear algebra (the conditioning of the problem and the stability of an algorithm via backward round-off error analysis) are introduced early in the text with simple, motivating examples.
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This text aims to give undergraduate students a grasp of the basic concepts of round-off errors, stability, conditioning, and accuracy as well as an appreciation of the core numerical linear algebra algorithms, their basic properties and implementations. The author draws heavily on applications from electrical, mechanical, and chemical engineering; physics and chemistry; statistics; control theory; and signal and image processing. The two most fundamental concepts of numerical linear algebra (the conditioning of the problem and the stability of an algorithm via backward round-off error analysis) are introduced early in the text with simple, motivating examples.
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