Recommended Textbook

Gene H. Golub, Charles F. Van Loan, Matrix Computations, John Hopkins University Press, 1996 

Course Notes

You will need the following set of notes in addition to the above textbook. These notes are divided into 11 chapters according to various topics. It is suggested that you print a hardcopy of these notes and bring them to the lectures. If you are using a PC for downloading these files, you may need the GSView software  to view and print these postscript files.
 

Lecture	Topic
1	Fundamental Concepts
2	Lecture 2
3	The Singular Value Decomposition (SVD) and Orthogonal Projections
4	Quadratic Form, Floating Point Errors, Condition Numbers
5 & 6	Gaussian Elimination, LU Decomposition, Cholesky Factors
7	Linear Least Squares
8	Least Squares
9	QR Decomposition
10	Least Squares and QR
11	Toeplitz Systems

Other Materials