gibson:teaching:fall-2013:iam961

Instructor: John Gibson, john.gibson@unh.edu

Office hours: Tue 2-3pm, Thu 12-1pm, 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 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.

Text: *Numerical Linear Algebra*, by Trefethen and Bau, SIAM Press.

gibson/teaching/fall-2013/iam961.txt · Last modified: 2013/10/23 12:52 by gibson