 Numerical linear algebra

Numerical linear algebra is the study of algorithms for performing linear algebra computations, most notably matrix operations, on computers. It is often a fundamental part of engineering and computational science problems, such as image and signal processing, Telecommunication, computational finance, materials science simulations, structural biology, data mining, and bioinformatics, fluid dynamics, and many other areas. Such software relies heavily on the development, analysis, and implementation of stateoftheart algorithms for solving various numerical linear algebra problems, in large part because of the role of matrices in finite difference and finite element methods.
Common problems in numerical linear algebra include computing the following: LU decomposition, QR decomposition, Singular value decomposition, eigenvalues.
See also
 Numerical analysis, of which numerical linear algebra is a subspecialty
 Gaussian elimination, an important algorithm in numerical linear algebra
 BLAS and LAPACK, highly optimized computer libraries which implement most basic algorithms in numerical linear algebra.
 List of numerical analysis software
 List of numerical libraries
References
 Leader, Jeffery J. (2004). Numerical Analysis and Scientific Computation. Addison Wesley. ISBN 0201734990.
 Bau III, David; Trefethen, Lloyd N. (1997). Numerical linear algebra. Philadelphia: Society for Industrial and Applied Mathematics. ISBN 9780898713619
 J. H. Wilkinson and C. Reinsch, "Linear Algebra, volume II of Handbook for Automatic Computation" SIAM Review 14, 658 (1972).
 Golub, Gene H.; van Loan, Charles F. (1996), Matrix Computations, 3rd edition, Johns Hopkins University Press, ISBN 9780801854149
External links
 Freely available software for numerical algebra on the web, composed by Jack Dongarra and Hatem Ltaief, University of Tennessee
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