11.5.1 Location of Eigenvalues: . . . . . . . . . . . . . . . . .

215
11.5.2 Bounds for Perturbed Eigenvalues . . . . . . . . . . . . 219
11.5.3 Eigenvalues of the Symmetric Tri-Diagonal Matrix . . . 221
12 NUMERICAL LINEAR ALGEBRA
222
12.1 Direct Methods for Linear Systems: Gaussian Elimination . . 223
12.1.1 Ill-conditioning and Finite Precision Errors . . . . . . . 229
12.1.2 Finite Precision: Pivoting and Scaling . . . . . . . . . 230
12.1.3 The LU Factorization . . . . . . . . . . . . . . . . . . . 236
12.1.4 The Special LU's: Doolittle, Crout's, and Choleski Al-
gorithms . . . . . . . . . . . . . . . . . . . . . . . . . . 240
12.1.5 Permutation Matrix . . . . . . . . . . . . . . . . . . . 247
12.1.6 Other Special Matrix Types . . . . . . . . . . . . . . . 251
12.1.7 Crout Factorization of a Tri-diagonal Linear System . . 254
12.2 Iterative Methods for Solving Algebraic Systems . . . . . . . . 257
12.2.1 Newton's Method for Nonlinear Systems . . . . . . . . 259
12.2.2 Iterative Techniques for Solving Linear Systems . . . . 260
12.2.3 The Conjugate Gradient Method . . . . . . . . . . . . 272
12.2.4 A Comparison of Convergence of Jacobi 12.2.2, Gauss-
Seidel 12.2.2, SOR 12.2.2, and Conjugate Gradient 12.2.3278
13 NUMERICAL EIGENVALUE PROBLEMS
279
13.1 The Power Method . . . . . . . . . . . . . . . . . . . . . . . . 280
13.2 Inverse Power Method . . . . . . . . . . . . . . . . . . . . . . 283
13.3 The Rayleigh-Ritz Method: . . . . . . . . . . . . . . . . . . . 284
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