March 2014
Intermediate to advanced
412 pages
11h 16m
English
Content preview from Numerical Methods and Optimization
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Chapter 3
Elements of Numerical Linear Algebra
In this chapter, we will consider the problems of solving a system of linear
equations and computing eigenvalues of a matrix. These problems arise in
many important applications, such as polynomial interpolation, solution of
ordinary differential equations, numerical optimization and others.
Example 3.1 Suppose that a company is planning to invest the total of $1
million into three projects, A, B, and C. The estimated one-year returns for
each project under two different market conditions (scenarios), I and II, are
summarized in Table 3.1.
TABLE 3.1: Returns under two different scenarios.
Return under scenario ...
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