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

Instructor: John Gibson, john.gibson@unh.edu\\
Lecture: MW 9:40-11:00am, DeMeritt 253\\
Office hours: M 2:30-3:30, W 1:10-2, F 9:10-10 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 computational cost 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.

[[gibson:teaching:fall-2015:iam961:outline | Course outline]]

[[gibson:teaching:fall-2015:iam961:grades | Grades ]]

^ lecture notes ^ date ^

^ HW ^ Julia notebook ^ due ^ topic ^ comments ^
| {{:gibson:teaching:fall-2015:iam961:iam961-hw1.pdf|HW1}} | | 9/21 | fundamentals | |
| [[:gibson:teaching:fall-2015:iam961:iam961-hw2|HW2]] | | 10/05 | SVD | |
| {{:gibson:teaching:fall-2015:iam961:hw3.pdf|HW3}} | {{:gibson:teaching:fall-2015:hw3.ipynb|}} | 11/02 | QR | [[:gibson:teaching:fall-2015:iam961:ijulia_howto|how to use the IJulia notebook]]  |
| HW4 | {{:gibson:teaching:fall-2015:iam961:hw4p1.ipynb|HW4-p1}} {{:gibson:teaching:fall-2015:iam961:hw4p2.ipynb|HW4-p2}}| 12/17 | Eigval and Krylov |

^ exam ^ date ^ comments ^
| midterm | t.b.d | |
| final | t.b.d. | |