====== IAM 961: Numerical Linear Algebra ======

Instructor: John Gibson, john.gibson@unh.edu\\
Office hours: Tue 2-3pm, Thu 12-1pm, Kingsbury N309E, or after class
 
Numerical linear algebra is the science of solving systems of linear equations $Ax=b$ and the eigenvalue problem 
$A v = \lambda v$ on a digital computer --problems are at the root of the vast bulk of scientific computation. 
Compared to classical linear algebra, the finite precision and speed of numerical mathematics brings in a number
of important new concepts, including conditioning, stability, and accuracy, and efficiency. We will develop these
ideas and learn the most important numerical linear algebra algorithms: QR, LU, SVD decompositions, Gramm-Schmidt 
orthogonalization, the QR eigenvalue algorithm, and Krylov subspace methods. Time permitting, we will also study
key algorithms for function optimization and the solution of systems of nonlinear equations.

Text: //Numerical Linear Algebra//, by Trefethen and Bau, SIAM Press.


^ HWs ^ due date ^ comments ^
| {{:gibson:teaching:fall-2013:iam961:iam961-hw1.pdf | hw1 }} | 9/24 | |
| {{:gibson:teaching:fall-2013:iam961:iam961-hw2.pdf | hw2 }} | 10/14 | note: revised part 4, plot $\|\hat{x}-x\|/\|x\|$ instead of $\|Ax-b\|$ |
| [[gibson:teaching:fall-2013:iam961:hw3 | hw3 ]] | 11/04 | |