Introduction to Numerical Linear Algebra and Optimisation

Preface Part I. Numerical Linear Algebra: 1. A summary of results on matrices 2. General results in the numerical analysis of matrices 3. Sources of problems in the numerical analysis of matrices 4. Direct methods for the solution of linear systems 5. Iterative methods for the solution of linear systems 6. Methods for the calculation of eigenvalues and eigenvectors Part II. Optimisation: 7. A review of differential calculus. Some applications 8. General results on optimisation. Some algorithms 9. Introduction to non-linear programming 10. Linear programming Bibliography and comments Main notations used Index.