References in approximate order of increasing difficulty and sophistication:

• 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.
• G.H. Golub & C.F. Van Loan, Matrix Computations, 3nd Edn., The Johns Hopkins University Press, Baltimore, 1996.

The main reference for this course is the book by Watkins. We mainly use our lecture notes, which will be distributed by email