Linear Algebra Review

Linear Algebra Review

Scope: Saad → Numerical Linear Algebra → Krylov Methods → Numerical PDE / FEM

Complete roadmap

Study order

    1. Scalars, Vectors, Matrices and Maps
    1. Vector Spaces and Subspaces
    1. Linear Maps
    1. Rank and Fundamental Subspaces
    1. Quotient and Isomorphism Viewpoint
    1. Inner Product Geometry
    1. Orthogonal Decomposition
    1. Eigenvalues and Eigenvectors
    1. Diagonalization
    1. Special Matrix Classes
    1. Spectral Theorem
    1. Singular Value Decomposition
    1. Matrix and Operator Norms
    1. Conditioning
    1. Matrix Factorizations
    1. Schur Decomposition
    1. Jordan and Canonical Structure
    1. Polynomial Viewpoint
    1. Krylov Bridge
    1. Bridge to Numerical PDE

Dependency

11: SVD existence / rank → 12: Norms → 11: Low-rank approximation / Eckart–Young → 13: Conditioning

Maps → Subspaces → Quotients → Inner products → Spectral structure → SVD / Norms → Conditioning → Factorizations → Matrix polynomials → Krylov / PDE

Cross-reference