/Linear-Algebra

Computational Linear Algebra course covering topics like iterative methods, matrix decompositions, and applications. It includes theoretical concepts, practical exercises, and code. Advanced methods like QR factorization, spectral theorem, and iterative solvers for linear systems.

Primary LanguageJupyter NotebookMIT LicenseMIT

Python Jupyter Notebook Matplotlib NumPy SciPy

Computational Linear Algebra

This repository contains materials related to the Practical an Theoretical classes from Computational Linear Algebra course. Below is a summary of the topics covered in the program:

Content

Vector Spaces and Linear Transformations

  • Definition of real vector spaces.
  • Subspaces, generating systems, and linear independence.
  • Bases and dimension of a vector space.
  • Linear transformations and their matrix representation.
  • Kernel, image, co-kernel, and co-image of a linear transformation.

Norms and Linear Systems

  • Vector and matrix norms.
  • Cauchy-Schwarz inequality and triangular inequality.
  • Error and conditioning of matrices.
  • Solution of linear systems through Gaussian elimination and LU factorization.
  • Orthogonal matrices and QR factorization.

Eigenvalues and Eigenvectors

  • Basic properties of eigenvalues and eigenvectors.
  • Gerschgorin's theorem.
  • Diagonalization of matrices and eigenvector bases.
  • Eigenvalues of symmetric matrices and the spectral theorem.
  • Numerical methods for eigenvalue calculation (power method, QR algorithm).

Iterative Methods and Positive Definite Matrices

  • Iterative methods for linear systems (Jacobi, Gauss-Seidel, SOR).
  • Krylov subspace and conjugate gradient method.
  • Positive definite matrices and Cholesky factorization.

Matrix Decompositions and Applications

  • Singular value decomposition (SVD).
  • Generalized inverse and Schur decomposition.
  • Jordan canonical form.
  • Bilinear forms and inner products.
  • Least squares problems and approximation and interpolation.

This repository provides additional resources, including example codes, reading materials, and practical exercises, to complement the study of these topics.