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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.