References in approximate order of increasing difficulty and sophistication:
We mainly use our lecture notes, which are available from myCourses
- D. Watkins, Fundamentals of Matrix Computations, 3rd Edn., John Wiley, 2010.
- L.N. Trefethen and D. Bau, III, Numerical Linear Algebra, SIAM, 1997.
- J.W. Demmel, Applied Numerical Linear Algebra, SIAM, 1997.
- A. Bjorck, Numerical Methods in Matrix Computations, Springer, 2015.
- G.H. Golub & C.F. Van Loan, Matrix Computations, 4th Edn., The Johns Hopkins University Press, Baltimore, 2013.