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IAM 961: Numerical Linear Algebra

Instructor: John Gibson, Kingsbury N309E,

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
HW1 9/17
HW2 10/17
HW3 10/31
lecture stuff comments
gibson/teaching/fall-2012/iam961.txt · Last modified: 2012/10/24 08:34 by gibson