Lecture Notes on Large-scale Unconstrained and Constrained Optimization

Lecture Notes on Nonlinear Systems of Equations

Lecture Notes on Large, Sparse Eigenvalue Problems

Useful material on Numerical Linear Algebra, based on David Watkins, Fundamentals of Matrix Computations (2nd ed.), Wiley:

Large, sparse eigenvalue problems and sensitivity/accuracy of eigenvalue problems (from Summer School organized by the Materials Computation Center):