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====== IAM 961: Numerical Linear Algebra ====== Instructor: John Gibson, john.gibson@unh.edu\\ Lecture: MW 9:40-11:00am, DeMeritt 253\\ Office hours: M 2:30-3:30, W 1:10-2, F 9:10-10 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: //Numerical Linear Algebra//, by Trefethen and Bau, SIAM Press. [[gibson:teaching:fall-2015:iam961:outline | Course outline]] [[gibson:teaching:fall-2015:iam961:grades | Grades ]] ^ lecture notes ^ date ^ ^ HW ^ due ^ topic ^ comments ^ | {{:gibson:teaching:fall-2015:iam961:iam961-hw1.pdf|HW1}} | 9/22 | fundamentals | | ^ exam ^ date ^ comments ^ | midterm | t.b.d | | | final | t.b.d. | |
