gibson:teaching:fall-2015:iam961

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

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 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 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.

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