gibson:teaching:fall-2014:iam961
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gibson:teaching:fall-2014:iam961 [2014/08/29 13:33] gibson created |
gibson:teaching:fall-2014:iam961 [2014/12/05 13:47] (current) gibson [IAM 961: Numerical Linear Algebra] |
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| ====== IAM 961: Numerical Linear Algebra ====== | ====== IAM 961: Numerical Linear Algebra ====== | ||
| + | Instructor: John Gibson, john.gibson@unh.edu\\ | ||
| + | Office hours: Tue 2-3pm, Thu 12-1pm, Kingsbury N309E, or after class | ||
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| + | 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 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. | ||
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| + | Text: //Numerical Linear Algebra//, by Trefethen and Bau, SIAM Press. | ||
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| + | [[gibson:teaching:fall-2014:iam961:outline | Course outline]] | ||
| + | |||
| + | [[gibson:teaching:fall-2014:iam961:grades | Grades ]] | ||
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| + | ^ lecture notes ^ date ^ | ||
| + | | [[gibson:teaching:fall-2014:iam961:svddemo | SVD demo ]]| 09/24 | | ||
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| + | ^ HW ^ due ^ topic ^ comments ^ | ||
| + | | {{:gibson:teaching:fall-2014:iam961:iam961-hw1.pdf|HW1}} | 9/22 | norms | | | ||
| + | | [[gibson:teaching:fall-2014:iam961:iam-961-hw2 |HW2]] | 10/06 | SVD | | | ||
| + | | {{:gibson:teaching:fall-2014:iam961:iam961-hw3.pdf|HW3}} | 10/20 | QR algorithms | | ||
| + | | [[gibson:teaching:fall-2014:iam961:iam-961-hw4 |HW4]] | 11/17 | conditioning, stability, and accuracy| | ||
| + | | [[gibson:teaching:fall-2014:iam961:hw5 |HW5]]| 12/15 | Rayleigh quotient iteration and Krylov subspace methods | | ||
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| + | ^ exam ^ date ^ comments ^ | ||
| + | | final | t.b.d. | | | ||
gibson/teaching/fall-2014/iam961.1409344405.txt.gz ยท Last modified: 2014/08/29 13:33 (external edit)
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