Peter Blomgren
San Diego State University
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"God does not care about our mathematical difficulties. He integrates empirically."
(Albert Einstein.)
Math 543
Numerical Matrix Analysis

Gaussian elimination, LU-factorizations and pivoting strategies. Direct and iterative methods for linear systems. Iterative methods for diagonalization and eigensystem computation. Tridiagonal, Hessenberg, and Householder matrices. The QR algorithm.

Spring 2016 Class Website [schedule]