Ebook: Numerical Linear Algebra

Numerical Linear Algebra (NLA) is a subarea of Applied Mathematics. It is
mainly concerned with the development, implementation and analysis of nu-
merical algorithms for solving linear problems. In general, such linear prob-
lems arise when discretising a continuous problem by restricting it to a finite-
dimensional subspace of the original solution space. Hence, the development
and analysis of numerical algorithms is almost always problem-dependent. The
more is known about the underlying problem, the better a suitable algorithm
can be developed.