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gibson:teaching:fall-2016:iam961 [2016/09/02 07:52]
gibson
gibson:teaching:fall-2016:iam961 [2016/11/04 12:03] (current)
gibson [Homework and exercises]
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 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. 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.
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 +This semester we will also be exploring the [[http://​www.julialang.org| Julia scientific programming language]]. Julia is the future of scientific computing. Get on board now!
  
 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.  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. 
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 [[gibson:​teaching:​fall-2016:​iam961:​grades | Grades ]] [[gibson:​teaching:​fall-2016:​iam961:​grades | Grades ]]
  
-==== homework ​and exercises ====+==== Homework ​and exercises ====
  
-Homeowrks ​will be turned in a graded; exercises are work you should do but not turn in. +Homeworks ​will be turned in a graded; exercises are work you should do but not turn in. 
  
-^ HW/EX ^ Julia notebook ​^ due ^ topic ^ comments ^ +^ HW/EX ^ due ^ topic ^ comments ^ 
-| [[gibson:​teaching:​fall-2016:​iam961:​ex1]] |  |  |  |  |+| [[gibson:​teaching:​fall-2016:​iam961:​ex1]] |  ​| getting started with Julia |  |  ​ 
 +| [[gibson:​teaching:​fall-2016:​iam961:​hw1]] | W 09/14 | linear algebra | reviewish | 
 +| [[gibson:​teaching:​fall-2016:​iam961:​hw2]] | M 10/03 | SVD |  ​
 +| [[http://​nbviewer.jupyter.org/​url/​www.channelflow.org/​iam961/​iam961-hw3.ipynb|HW3]]| M 11/21 | QR, stability, accuracy | [[gibson:​teaching:​fall-2016:​iam961:​julia_notebook_howto|Julia notebook how-to]] ​|
gibson/teaching/fall-2016/iam961.1472827932.txt.gz · Last modified: 2016/09/02 07:52 by gibson