Matrix Computation

• K.B. Petersen, M.S. Pedersen, The Matrix Cookbook, [PDF]
• S. Roweis, Matrix Identities, [PDF]

Books

• Y. Saad, Iterative methods for sparse linear systems, [Web]
• Y. Saad, Numerical Methods for Large Eigenvalue Problems, [Web]
• S. Boyd, L. Vandenberghe, Convex Optimization, [Web]
• S.S. Rao, Engineering Optimization - Theory and Practice, [Web] (UBC Only)
• W.H. Press, S.A. Teukolsky, W.T. Vetterling, B.P. Flannery, Numerical Recipes in C, [Web]
• G.V. Vaughan, B. Elliston, T. Tromey, I.L. Taylor, GNU Autoconf, Automake, and Libtool, [Web]
• A. Hatcher, Algebraic Topology [Web, PDF]

MPI

• MPI Forum, Web pages for MPI and MPE, [Web]