Instructor: John Gibson, firstname.lastname@example.org
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.
|HW3||hw3.ipynb||11/02||QR||how to use the IJulia notebook|
|HW4||HW4-p1 HW4-p2||12/17||Eigval and Krylov|