Numerical Linear Algebra

Repository containing practical exercises from the numerical linear algebra course at School of Applied Mathematics at Getulio Vargas Foundation.

I have used Scilab enviroment, because it's a free open source software similar to Matlab and it's quite easy for linear algebra purposes.

Covered Topics

1. Pratical_1: Gaussian Elimination and improvements.
2. Pratical_2: Jacobi and Gauss-Seidel linear system solvers.
3. Pratical_3: Power method to find dominant eigenvalue of a matrix.
4. Pratical_4: Some theoretical exercises about least square and first classification method.
5. Pratical_5: QR decomposition.
6. Pratical_6: SVD and compression of images.