This text aims to give undergraduate students a grasp of the basic concepts of round-off errors, stability, conditioning, and accuracy as well as an appreciation of the core numerical linear algebra algorithms, their basic properties and implementations. The author draws heavily on applications from electrical, mechanical, and chemical engineering; physics and chemistry; statistics; control theory; and signal and image processing. The two most fundamental concepts of numerical linear algebra (the conditioning of the problem and the stability of an algorithm via backward round-off error analysis) are introduced early in the text with simple, motivating examples.
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An undergraduate textbook that highlights motivating applications and contains summary sections, examples, exercises, online MATLAB codes and a MATLAB toolkit. All the major topics of computational linear algebra are covered, from basic concepts to advanced topics such as the quadratic eigenvalue problem in later chapters.
Biswa Nath Datta is Professor of Mathematical Sciences, Adjunct Professor of Electrical and Mechanical Engineering, and Distinguished Research Professor at Northern Illinois University. He has authored more than 115 interdisciplinary research papers, the books Numerical Methods for Linear Control Systems Design and Analysis and Numerical Linear Algebra and Applications, and several associated software packages. He was elected a Fellow of IEEE in 2000, inducted an Academician of the Academy of Nonlinear Sciences in 2002, and named a recipient of a Senior Fulbright Specialist award, an IEEE Distinguished Lecturer award, and several IEEE Plaques of Honor.
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