This self-contained introduction to numerical linear algebra provides a comprehensive, yet concise, overview of the subject.

Part I. Preliminaries: 1. Introduction; 2. Error, stability and conditioning; Part II. Basic Methods: 3. Direct methods for solving linear systems; 4. Iterative methods for solving linear systems; 5. Calculation of eigenvalues; Part III. Advanced Methods: 6. Methods for large sparse systems; 7. Methods for large dense systems; 8. Preconditioning; 9. Compressed sensing; References; Index.

Holger Wendland holds the Chair of Applied and Numerical Analysis at the Universität Bayreuth, Germany. He works in the area of Numerical Analysis and is the author of two books, Scattered Data Approximation (Cambridge, 2005) and Numerische Mathematik (2004, with Robert Schaback).