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====== IAM 961 Numerical Linear Algebra ====== Instructor: John Gibson, john.gibson@unh.edu\\ Lecture: MW 9:40-11:00am, Kingsbury N1332\\ Office hours: t.b.d. 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: [[https://www.amazon.com/Numerical-Linear-Algebra-Lloyd-Trefethen/dp/0898713617/| Numerical Linear Algebra]], by Trefethen and Bau, SIAM Press. I strongly recommend that you buy a paper copy of this book. It's only $50. [[gibson:teaching:fall-2016:iam961:outline | Course outline]] [[gibson:teaching:fall-2016:iam961:grades | Grades ]] ^ HW ^ Julia notebook ^ due ^ topic ^ comments ^
