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 
and the eigenvalue problem 
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.
| lecture notes | date |
|---|
| HW | Julia notebook | due | topic | comments |
|---|---|---|---|---|
| HW1 | 9/21 | fundamentals | ||
| HW2 | 10/05 | SVD | ||
| HW3 | hw3.ipynb | 11/02 | QR | how to use the IJulia notebook |
| HW4 | HW4-p1 HW4-p2 | 12/17 | Eigval and Krylov |
| exam | date | comments |
|---|---|---|
| midterm | t.b.d | |
| final | t.b.d. |
