Numerical Linear Algebra and Optimization covers the fundamentals of closely related topics: linear systems (linear equations and least-squares) and linear programming (optimizing a linear function subject to linear constraints). For each problem class, stable and efficient numerical algorithms intended for a finite-precision environment are derived and analyzed. In 1991, when the book first appeared, these topics were rarely taught with a unified perspective, and, somewhat surprisingly, this remains true almost 30 years later. As a result, some of the material in this book can be...
Numerical Linear Algebra and Optimization covers the fundamentals of closely related topics: linear systems (linear equations and least-squares...