Numerical Matrix Computation

Important

$$\text{Computation time}\ne \text{Number of Operations}$$

definition of O-notation: Algorithm Runtime Analysis > Asymptotic notation

Complexity of Gauss-Elimination: $A\in {\mathbb{R}}^{n\times n}$

• generally: $O(n^3)$
• upper triangular matrix: $O(n^2)$
• diagonal matrix: $O(n)$