Re:The Mathematics Autodidact’s Aid (2005) [pdf]
by thearn4 on Thursday March 23, 2017 @04:33PM
(#13943987)
Trefethen & Bau's "Numerical Linear Algebra" is a pretty good primer, though the last few chapters I remember being a bit lacking (it's been about 6 years though).
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Re:The Mathematics Autodidact’s Aid (2005) [pdf]
by wolfkill on Tuesday April 04, 2017 @08:53PM
(#14038733)
This book helped me to visualize Krylov space methods better than any other resource I have seen. It got me through my numerical analysis qualifying exam. I do agree that the last chapters are lacking in depth. I also recommend his book "Pseudo-spectral Methods in Matlab" for a thorough and very visual look at things like Gibb's phenomenon and spectral convergence.