In the field of numerical analysis, numerical linear algebra is an area to study methods to solve problems in linear algebra by numerical computation. The following problems will be considered in this area:
- Numerically solving a system of linear equations.
- Numerically solving an eigenvalue problem for a given matrix.
- Computing approximate values of a matrix-valued function.
Numerical errors can occur in any kind of numerical computation including the area of numerical linear algebra. Errors in numerical linear algebra are considered in another area called "validated numerics".