gibson:teaching:fall-2012:iam961
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| - | . | + | ====== IAM 961: Numerical Linear Algebra ====== |
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| + | Instructor: John Gibson, Kingsbury N309E, john.gibson@unh.edu | ||
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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 speed 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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| + | ^ HWs ^ due date ^ comments ^ | ||
| + | | {{:gibson:teaching:fall-2012:iam961:hw1.pdf|HW1}} | 9/17 | | | ||
| + | | {{:gibson:teaching:fall-2012:iam961:hw2.pdf|HW2}} | 10/17 | | | ||
| + | | [[:gibson:teaching:fall-2012:iam961:hw3|HW3]] | 10/31| | | ||
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| + | ^ lecture stuff ^ comments ^ | ||
| + | | [[:gibson:teaching:fall-2012:iam961:svddemo.m]] | | | ||
gibson/teaching/fall-2012/iam961.1346284275.txt.gz · Last modified: 2012/08/29 16:51 by gibson
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