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====== IAM 961 Numerical Linear Algebra ======

Instructor: John Gibson, john.gibson@unh.edu\\
Lecture: MW 9:40-11:00am, Kingsbury N1332\\
Office hours: t.b.d. Kingsbury N309E, or after class
 
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.

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. 

[[gibson:teaching:fall-2016:iam961:outline | Course outline]]

[[gibson:teaching:fall-2016:iam961:grades | Grades ]]

==== Homework and exercises ====

Homeowrks will be turned in a graded; exercises are work you should do but not turn in. 

^ HW/EX ^ due ^ topic ^ comments ^
| [[gibson:teaching:fall-2016:iam961:ex1]] |  | getting started with Julia |  |  
| [[gibson:teaching:fall-2016:iam961:hw1]] | W 09/14 | linear algebra | reviewish |
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