Introduction to Linear Algebra
Systems of Linear Equations
- Introduction
- Linear systems
- Vectors
- Linear combinations
- Matrices
- Planes in ℝ³
- Equation A x = b
- Sensitivity of solutions
- Linear independence
- Plane transformations
- Space transformations
- Linear transformations
- Affine maps
- Exercises
- Answers
Matrix Algebra
- Introduction
- Manipulation of matrices
- Partitioned matrices
- Block matrices
- Matrix operators
- Determinants
- Cofactors
- Cramer's rule
- Chiò's method
- Equivalent matrices
- Elimination: A = L U
- PLU factorization
- Reflection
- Givens rotation
- Special matrices
- Exercises
- Answers
Vector Spaces
- Introduction
- Motivation
- Vector spaces
- Bases
- Dimension
- Coordinate systems
- Linear transformations
- Change of basis
- Matrix transformations
- Compositions
- Isomorphisms
- Dual transformations
- Quotient spaces
- Rank
- Solving A x = b
- Exercises
- Answers
Eigenvalues, Eigenvectors
- Introduction
- Characteristic polynomials
- Companion matrix
- Algebraic and geometric multiplicities
- Minimal polynomials
- Eigenspaces
- Where are eigenvalues?
- Eigenvalues of A B and B A
- Generalized eigenvectors
- Similarity
- Diagonalizability
- Self-adjoint operators
- Exercises
- Answers
Euclidean Spaces
- Introduction
- Euclidean space
- Bilinear transformations
- Norm and distance
- Matrix norms
- Dual norms
- Dual transformations
- Examples of transformations
- Orthogonality
- Gram--Schmidt Process
- Orthogonal matrices
- Self-adjoint matrices
- Unitary matrices
- Projection operators
- QR-decomposition
- Least Square Approximation
- Quadratic forms
- Exercises
- Answers
Canonical forms
- Introduction
- 2D decomposition
- 3D decomposition
- Projectors
- Direct-sum decompositions
- Cyclic decompositions
- Symmetric matrices
- Pseudoinverse
- URV-decomposition
- LU-decomposition
- QR-decomposition
- Cholesky decomposition
- Schur decomposition
- Positive matrices
- Roots
- Polar factorization
- Spectral decomposition
- CUR decomposition
- Exercises
- Answers
Applications
- Introduction
- Circles along curves
- TNB frames
- GPS problem
- Coriolis acceleration
- Poisson equation
- Graph theory
- Error correcting codes
- Electric circuits
- FSA
- Markov chains
- Cryptography
- Wave-length transfer matrix
- Computer graphics
- Linear Programming
- Hill's determinant
- Fibonacci matrices
- Discrete dynamic systems
- Discrete Fourier transform
- Fast Fourier transform
- Curve fitting
- Answers
Miscellany
- Introduction
- Circles along curves
- TNB frames
- Differential forms
- Calculus
- Vector representations
- Matrix representations
- Change of basis
- Orthonormal Diagonalization
- Generalized inverse
- Differential forms
Preliminaries
- Complex Number Operations
- Sets
- Polynomials
- Polynomials and Matrices
- Computer solves Systems of Linear Equations
- Location of Eigenvalues
- Power Method
- Iterative Method
- Similarity and Diagonalization
Glossary
Reference
This Book is licensed under Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License
The Iterative methods section is spitted into a few subsections:
Richardson iteration
https://www.cs.cornell.edu/~bindel/class/cs6210-f12/notes/lec31.pdf Perhaps the simplest stationary iteration is Richardson iteration, in which
- Anton, Howard (2005), Elementary Linear Algebra (Applications Version) (9th ed.), Wiley International
- Beezer, R., A First Course in Linear Algebra, 2015.
- Beezer, R., A Second Course in Linear Algebra, 2013.