[Boyd & Vandenberghe] Appendix C: Numerical linear algebra background

C.1 Matrix structure and algorithm complexity


C.2 Solving linear equations with factored matrices


C.3 LU, Cholesky, and LDL^t facotrization


C.4 Block elimination and Schur complements


C.5 Solving underdetermined linear equations

http://en.wikipedia.org/wiki/QR_decomposition

http://mathworld.wolfram.com/QRDecomposition.html


http://en.wikipedia.org/wiki/LU_decomposition

http://mathworld.wolfram.com/LUDecomposition.html