Numerical analysis and computational mathematics

MATH-456

Lecture. Linear Systems. Direct methods: diagonal ...

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Lecture. Linear Systems. Direct methods: diagonal and triangular matrices, LU factorization, Cholesky factorization.

(Lecture notes: Sections 6.1, 6.2.1, 6.2.2, 6.2.3. Reference book [QSG14]: Sects. 5.1, 5.2, 5.3, 5.4)