## Matrix Computation and its Applications

**Matrix Computation and its Applications**. Instructor: Prof. Vivek Kumar Aggarwal, Department of Mathematics, IIT Delhi. This course deals with applications of matrices to a wide range of areas of engineering and science. Some basics of linear algebra are discussed followed by matrix norms and sensitivity and condition number of the matrices. The course continues to discuss topics: linear systems, Jacobi, Gauss-Seidel and successive over relaxation methods, LU decompositions, Gaussian elimination with partial pivoting, Banded systems, positive definite systems, Cholesky decomposition - sensitivity analysis, Gram-Schmidt orthonormal process, Householder transformation, QR factorization, stability of QR factorization. Solution of linear least squares problems, normal equations, singular value decomposition (SVD), Moore-Penrose inverse, rank deficient least squares problems, sensitivity analysis of least squares problems, sensitivity of eigenvalues and eigenvectors.
(from **nptel.ac.in**)

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Matrix Computation and its ApplicationsInstructor: Prof. Vivek Kumar Aggarwal, Department of Mathematics, IIT Delhi. This course deals with applications of matrices to a wide range of areas of engineering and science. |