Linear Algebra Review
Scope: Saad → Numerical Linear Algebra → Krylov Methods → Numerical PDE / FEM
Study order
- Scalars, Vectors, Matrices and Maps
- Vector Spaces and Subspaces
- Linear Maps
- Rank and Fundamental Subspaces
- Quotient and Isomorphism Viewpoint
- Inner Product Geometry
- Orthogonal Decomposition
- Eigenvalues and Eigenvectors
- Diagonalization
- Special Matrix Classes
- Spectral Theorem
- Singular Value Decomposition
- Matrix and Operator Norms
- Conditioning
- Matrix Factorizations
- Schur Decomposition
- Jordan and Canonical Structure
- Polynomial Viewpoint
- Krylov Bridge
- 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