How to cite this title
Rannacher, Rolf: Numerical Linear Algebra, Heidelberg: Heidelberg University Publishing, 2018. DOI: 10.17885/heiup.407.587More citation styles
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Published 10/04/2018 .
Numerical Linear AlgebraLecture Notes
This introductory text is based on courses within a multi-semester cycle on “Numerical Mathematics” given by the author at the Universities in Saarbrücken and Heidelberg.
In the present part basic concepts of numerical methods are presented for solving linear optimization problems (so-called “Linear Programming”). This includes besides the classical ”Simplex method“ also modern ”Interior-point methods“. As natural extensions methods for convex nonlinear, especially quadratic, optimization problems are discussed.
Theoretical as well as practical aspects are considered. As prerequisite only that prior knowledge is required, which is usually taught in the introductory Analysis, Linear Algebra, and Numerics courses. For facilitating self-learning the book contains theoretical and practical exercises with solutions collected in the appendix.
Rolf Rannacher, retired professor of Numerical Mathematics at Heidelberg University, study of Mathematics at the University of Frankfurt/Main, doctorate 1974, postdoctorate (Habilitation) 1978 at Bonn University – 1979/1980 Vis. Assoc. Professor at the University of Michigan (Ann Arbor, USA), thereafter Professor at Erlangen and Saarbrücken, in Heidelberg since 1988 – ﬁeld of interest “Numerics of Partial Diﬀerential Equations”, especially the “Finite Element Method” and its applications in the Natural Sciences and Engeneering, more than 160 scientiﬁc publications.