Numerical linear algebra
- Absolute and relative error, Condition number of a problem, floating point arithmetic,
rounding error, stability of algorithms, computational complexity.
- Solving linear systems: preliminar notions, triangular systems, gaussian elimination,
pivotal strategies, LU and Choleski factorizations.
- QR factorization of square nonsingular matrices.
- QR factorization of full-rank non-square matrices and rank-deficient matrices, QR
factorization with column pivoting. Numerical rank.
- SVD decomposition, Moore-Penrose pseudoinverse, Moore-Penrose conditions.
- Computing the SVD decomposition.
- Conjugate gradient.