Saturday 2 May 2015

Applied Numerical Computing

This is a freely downloadable ebook by Professor L. Vandenberghe. Very nice book for developers interested in implementing linear algebra algorithms. I primarily used to book for implementing my routines on QR factorization and Cholesky factorization to solve linear equations, least square problems data fitting, least-norm problem, and matrix inversion. But the book contains much more such as linear and nonlinear optimization

Link: http://www.seas.ucla.edu/~vandenbe/ee103.html

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