Matrix Computations (book)

Matrix Computations

Book by Golub and Van Loan, 4th Edition

• official page: https://www.cs.cornell.edu/cv/GVL4/golubandvanloan.htm

Table of Contents

TOC in PDF [https://www.cs.cornell.edu/cv/GVL4/TableOfContents.pdf]

Basics

• Matrix-Matrix Multiplication
• Vector Spaces
• Linear Independence
• System of Linear Equations
• LU Decomposition
• Triangular Matrices
• Similar Matrices
• Diagonalization

Orthogonalization and Least Squares

• Orthogonalization and QR Decomposition
• Householder Transformation
• Givens Transformation
• Gram-Schmidt Process
• Ordinary Least Squares

Eigenvalue Problems

• Power Iteration
• Hessenberg Transformation
• QR Algorithm
• Tridiagonalization and Tridiagonal Matrices