User Tools

Site Tools


IAM 961: Numerical Linear Algebra

Instructor: John Gibson,
Lecture: MW 9:40-11:00am, DeMeritt 253
Office hours: M 2:30-3:30, W 1:10-2, F 9:10-10 Kingsbury N309E, or after class

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.

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

Course outline


lecture notes date
HW Julia notebook due topic comments
HW1 9/21 fundamentals
HW2 10/05 SVD
HW3 hw3.ipynb 11/02 QR how to use the IJulia notebook
HW4 HW4-p1 HW4-p2 12/17 Eigval and Krylov
exam date comments
midterm t.b.d
final t.b.d.
gibson/teaching/fall-2015/iam961.txt · Last modified: 2016/09/02 08:53 by gibson