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Tuesday 24 May 2011

Application of Linear Algebra

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This course ``Application of Linear Algebra'' is band on the lectures given of the late by the author to the postgraduate students at Tallinn Technical University. Our aim was to acquaint the students with the linear algebra packages LINPACK, EISPACK and LAPACK, and with the theoretical fundamentals of the parts of the packages MATLAB, MAPLE, MATHCAD and MATHEMATICA related to linear algebra. We have tried to explain the linear algebra methods which form the base for the computing methods used in the packages. We would like to stress that the aim of the course is not to work out concrete computing algorithms but to learn about the basic ideas related to these algorithms. It will be assumed that the reader is acquainted with the basic ideas of algebra. 

The author would him to thank Assoc. Prof. Ellen Redi (Tallinn Pedagogical University) whose help by the improvement of the presented matherial both to its contents and its form has been enormous. Many of the given examples and problems were prepared by students Kristiina Krüspani, Kadri Mikk, Reena Prints (Tallinn Pedagogical University), Andrei Filonov, Dmitri Tseluiko (Tartu University) Juhan-Peep Ernits and Heiki Hiisjärv (Tallinn Technical University) within the framework of the TEMPUS-project during their stay at Tampere University of Technology in June, 1997. 

The numbers of their examples and problems are marked by asterisk ``*''. 

The matherial is band on the monographs of G.H.Golub and C.F.Van Loan (1996), and G.Strang (1988). 

I hope that the course will help the reader interested in applications of linear algebra more consciously and effectively use the linear algebra packages.