Numerical Linear Algebra
- Linear Systems: PCG, GMRES, BiCG, BCSStab
- Eigenvalue Problems: Krylov subspace, Lanczos, Arnoldi, Jacobi-Davidson
- Handbook for Matrix Computation: slides
Computational Optimization
- TOMLAB
- Heuristic optimization: Algorithms
- Optimizing With Genetic Algorithms (B. Lynch)
Applied Mathematics Methods
- Discrete Fourier Transform
- A lecture by Yin-Liang Huang: video (v01, v02, v03); slide; code;
supplement slides (01, 02)
Statistical Computing
Differential Equation Discretizations
- Finite Difference: Laplacian (various geometry and boundary conditions on 1/2/3D)
- Finite Element: Mefisto
- Spectral