Advanced & Applied Topics · Numerical Optimization & Scientific Methods

Numerical methods: numerical linear algebra — advanced reference

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction # Advanced Numerical Analysis

Overview

Topics covered

  • Introduction
  • Numeric Linear Algebra
  • Introduction to Numerical Linear Algebra
  • Floating Point Arithmetic and Rounding Errors
  • Algebraic properties of floating point representation
  • Problem Conditioning and Algorithm Stability

Related concepts

Main connections

  • Linear algebra & matrices
  • Normal (Gaussian) distribution
  • Linear regression
  • Diagnostic test evaluation & ROC
  • Permutation & exact tests
  • Residual analysis & diagnostics

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

x=±d0.d1d2…dt−1×βe
View LaTeX sourcex = \pm d_0 . d_1 d_2 \dots d_{t-1} \times \beta^e