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 link
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
- Power Iteration
- Hessenberg Transformation
- QR Algorithm
- Tridiagonalization and Tridiagonal Matrices