An Introduction to Numerical Linear Algebra: With Exercises

Problems involving linear algebra arise in many contexts of scientific computation, either directly or through the replacement of continuous systems by discrete approximations. This introduction covers the practice of matrix algebra and manipulation, and the theory and practice of direct and iterative methods for solving linear simultaneous algebraic equations, inverting matrices, and determining the latent roots and vectors of matrices. Special attention is given to the important problem of error analysis and numerous examples illustrate the procedures recommended in various circumstances. The emphasis is on the reasons for selecting particular numerical methods rather than on programming or coding.