The generalized Schur algorithm (GSA) allows computing well-known matrix decompositions, such as QR and LU factorizations [1]. In particular, if the involved matrix is structured, i.e., Toeplitz, block-Toeplitz or Sylvester, the GSA computes the R factor of the QR factorization with complexity of one order of magnitude less than that of the classical QR algorithm [2], since it relies only on t…
What follows are my lecture notes for Math 3311: Introduction to Numerical Methods, taught at the Hong Kong University of Science and Technology. Math 3311, with two lecture hours per week, is primarily for non-mathematics majors and is required by several engineering departments. All web surfers are welcome to download these notes at http://www.math.ust.hk/~machas/numerical-methods.pdf and t…