Iterative Methods & Eigen-Decomposition

Lecture 1

 

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ITERATION METHODS FOR AX=B: This details how to apply a simple iteration procedure for solving Ax=b, including Jacobi iterations and Gauss-Siedel modifications.

 

MATLAB COMMANDS

n/a

 

Lecture 2

 

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EIGENVALUES AND EIGENVECTORS: We introduce one of the most fundamental concepts of linear algebra: eigenvalues and eigenvectors.

 

MATLAB COMMANDS

EIG EIGS

 

Lecture 3

 

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EIGEN-DECOMPOSITIONS AND ITERATIONS: We develop a theoretical approach to understanding how eigen-decompositions of matrices can be used in iterative schemes for Ax=b.

 

MATLAB COMMANDS

DIAG TRIL

 

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