Since the early 1980s, the first author has taught a graduate course in
numerical linear algebra at MIT and Cornell. The alumni of this course, now
numbering in the hundreds, have been graduate students in all fields of
engineering and the physical sciences. This book is an attempt to put this course
on paper.
In the field of numerical linear algebra, there is already an encyclopedic
treatment on the market: Matrix Computations, by Golub and Van Loan,
now in its third edition. This book is in no way an attempt to duplicate
that one. It is small, scaled to the size of one university semester. Its aim
is to present fundamental ideas in as elegant a fashion as possible. We hope
that every reader of this book will have access also to Golub and Van Loan
for the pursuit of further details and additional topics, and for its extensive
references to the research literature. Two other important recent books are
those of Higham and Demmel, described in the Notes at the end (p. 329).