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Numerical Linear Algebra (Gilbert Strang)
MIT OpenCourseWare
1 recommender · 1 thread · recommended in 1 year, 2013 · score 0.7
A university-level introduction to numerical linear algebra taught by Gilbert Strang, covering matrix factorizations, conditioning and stability of linear algebra routines, and iterative methods. Video lectures are published free through MIT OpenCourseWare.
One commenter notes that Strang has fantastic MIT OpenCourseWare lectures on numerical linear algebra, in a thread where the course was recommended.
Mathematicsintermediatefreevideo lectures#numerical linear algebra#matrix factorization#stability#conditioning#strang
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You are quite correct about stability but I didn't want to get into technical details. And indeed you bring up correctly that such numerical issues mustn’t be treated lightly. I don't do computer graphics and the matrices I deal with are well conditioned such that problems of stability that arise due to linear algebra routines are negligible. In my simulations, instability arises due to the wrong time-stepping scheme, which is a completely different issue.
And good recommendation by Strang. I believe he has some fantastic MIT OpenCourse lectures on numerical linear algebra as well.