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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.