This course is meant to introduce you to the analysis and computer implementation of basic numerical techniques for problems coming from linear algebra. You will learn to explain how, why, and when these techniques can be expected to work and will lay a solid foundation for further study in numerical analysis and scientific computing. Topics covered will include solution of linear equations, least-squares, matrix factorization, eigenvalue problems, and applications.
There is no required textbook for this course. My lectures will be primarily based upon Fundamentals of Numerical Computation by Driscoll and Braun, Numerical Linear Algebra with Julia by Darve and Wootters, and Numerical Linear Algebra by Trefethen and Bau. Applied Numerical Linear Algebra by Demmel is another excellent reference.