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
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MATLAB CODE
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