Numerical Linear Algebra
MCNAcourses ▸ FMNN01/NUMA11 – autumn 2017

Short Description

URL
http://www.maths.lth.se/na/courses/FMNN01
Credits:
7,5 points
Instructor:
Claus Führer, Philipp Birken
Teaching Assistants
Kenneth Batstone, Peter Meisriemel
Grading:
U, G, VG (Fac of Science), U,3,4,5 (LTH)
Examination:
Weekly hand-in assignments which have to be orally defended by the end of the course.
Prerequisites:
Calculus several variables, Linear Algebra, programming skills in Python/SciPy or MATLAB.

Contents

The course is a follow-up to the basic course Linear Algebra. We teach how to solve practical problems using modern numerical methods and computers. The course introduces iterative methods for solving linear equations systems and eigenvalue problems of large dimensions. For more moderate size problems matrix factorization methods and their implementation are introduced. Central concepts to analyze the algorithms are convergence, stability, and complexity (how accurate the answer will be and how rapidly it is computed).

Course book

Numerical Linear Algebra by Lloyd N. Trefethen and David Bau, III, SIAM, Philadelphia, ISBN 0-89871-361-7.:

Lloyd N. Trefethen, David Bau: Numerical Linear Algebra, Siam

Goal

The course provides theoretical understanding of some important algorithms. The course also provides hands-on experience of implementing these algorithms as computer code and of using them to solve applied problems. Upon completion of the course the student shall have substantially better and more useful knowledge of numerical linear algebra than students who merely have taken a basic course in scientific computing. The course shall also stimulate to independent study.