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gibson:teaching:fall-2012:iam961 [2012/08/29 16:51]
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gibson:teaching:fall-2012:iam961 [2012/10/24 08:34] (current)
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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]] | |
gibson/teaching/fall-2012/iam961.1346284275.txt.gz · Last modified: 2012/08/29 16:51 by gibson