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====== IAM 961: Numerical Linear Algebra ====== Instructor: John Gibson, Kingsbury N309E, john.gibson@unh.edu 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. ^ HWs ^ due date ^ comments ^ | {{:gibson:teaching:fall-2012:iam961:hw1.pdf|HW1}} | 9/17 | | | {{:gibson:teaching:fall-2012:iam961:hw2.pdf|HW2}} | 10/17 | | | [[:gibson:teaching:fall-2012:iam961:hw3|HW3}} | 10/31| | ^ lecture stuff ^ comments ^ | [[:gibson:teaching:fall-2012:iam961:svddemo.m]] | |
