Home » Numerical Linear Algebra – HT14

Numerical Linear Algebra

Learning outcomes:

After completion of this course, you should be able to:

  • solve problems in Linear Algebra,
    such as linear algebraic systems and corresponding matrix eigenvalue problems
  • know which solution method is best suitable for your problem

Contents:

Subject of this course are numerical algorithms for solving problems in Linear Algebra, such as linear algebraic systems and corresponding matrix eigenvalue problems. The emphasis is on iterative methods suitable for large-scale problems arising, e. g., in the discretization of partial differential equations. Apart from the theoretical background, the actual implementation of the presented algorithms is part of this course as well.

Course objectives:

When you have finished the course, you will have acquired the following skills:

  • implement a solution in a standard programming language (Matlab, C, C++, …)
  • analyze and identify the source of the error in case of failure of the algorithms

Pre-requisites:

Basic knowledge in Linear Algebra and Numerical Analysis
Important! Students should bring their own laptop computers for the lecture week

Literature:

  • Part 4-5 in [TB] Trefethen, Bau, Numerical linear algebra, ISBN:0-89871-361-7

Course schedule:

1 week pre-study exercises 6-10 October 2014
1 week lectures and hands-on 13-17 October 2014 at KTH Royal Institute of Technology
1 week project assignment 20-24 October 2014

Contact

Bärbel Janssen barbel@kth.se

Course web page

http://www.csc.kth.se/~barbel/link/en/nla2014.shtml

Registration

Please apply here before 15 September 2014