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gibson:teaching:fall-2014:iam961 [2014/09/02 13:30]
gibson
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 ====== 
  
  
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 Numerical linear algebra is the science of solving systems of linear equations $Ax=b$ and the eigenvalue problem ​ 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. ​ $A v = \lambda v$ 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+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 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 ​ ideas and learn the most important numerical linear algebra algorithms: QR, LU, SVD decompositions,​ Gramm-Schmidt ​
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 Text: //Numerical Linear Algebra//, by Trefethen and Bau, SIAM Press. Text: //Numerical Linear Algebra//, by Trefethen and Bau, SIAM Press.
 +
 +[[gibson:​teaching:​fall-2014:​iam961:​outline | Course outline]]
 +
 +[[gibson:​teaching:​fall-2014:​iam961:​grades | Grades ]]
 +
 +^ lecture notes ^ date ^
 +| [[gibson:​teaching:​fall-2014:​iam961:​svddemo | SVD demo ]]| 09/24 |
 +
 +^ 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 |
  
  
-HW due ^ comments ^+exam date ^ comments ^ 
 +| final | t.b.d. | |
gibson/teaching/fall-2014/iam961.1409689813.txt.gz · Last modified: 2014/09/02 13:30 (external edit)