gibson:teaching:fall-2014:iam961
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gibson:teaching:fall-2014:iam961 [2014/09/25 12:25] gibson [IAM 961: Numerical Linear Algebra] |
gibson:teaching:fall-2014:iam961 [2014/12/05 13:47] (current) gibson [IAM 961: Numerical Linear Algebra] |
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| Numerical linear algebra is the science of solving systems of linear equations $Ax=b$ and the eigenvalue problem | 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. | $A v = \lambda v$ 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 | + | 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 | 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 | ideas and learn the most important numerical linear algebra algorithms: QR, LU, SVD decompositions, Gramm-Schmidt | ||
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| ^ lecture notes ^ date ^ | ^ lecture notes ^ date ^ | ||
| - | | SVD demo | 09/24 | | + | | [[gibson:teaching:fall-2014:iam961:svddemo | SVD demo ]]| 09/24 | |
| + | |||
| + | ^ HW ^ due ^ topic ^ comments ^ | ||
| + | | {{:gibson:teaching:fall-2014:iam961:iam961-hw1.pdf|HW1}} | 9/22 | norms | | | ||
| + | | [[gibson:teaching:fall-2014:iam961:iam-961-hw2 |HW2]] | 10/06 | SVD | | | ||
| + | | {{:gibson:teaching:fall-2014:iam961:iam961-hw3.pdf|HW3}} | 10/20 | QR algorithms | | ||
| + | | [[gibson:teaching:fall-2014:iam961:iam-961-hw4 |HW4]] | 11/17 | conditioning, stability, and accuracy| | ||
| + | | [[gibson:teaching:fall-2014:iam961:hw5 |HW5]]| 12/15 | Rayleigh quotient iteration and Krylov subspace methods | | ||
| - | ^ HW ^ due ^ comments ^ | ||
| - | | {{:gibson:teaching:fall-2014:iam961:iam961-hw1.pdf|HW1}} | 9/22 | | | ||
| - | | HW2 | 10/06 | | | ||
| - | | HW3 | 10/20 | | | ||
| - | | HW4 | 11/10 | | | ||
| - | | HW5 | 11/24 | | ||
| - | | HW6 | 12/08 | | | ||
| ^ exam ^ date ^ comments ^ | ^ exam ^ date ^ comments ^ | ||
| - | | midterm | 10/27 | | | ||
| | final | t.b.d. | | | | final | t.b.d. | | | ||
gibson/teaching/fall-2014/iam961.1411673136.txt.gz · Last modified: 2014/09/25 12:25 by gibson
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