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MTH607 Numerical Linear Algebra Aim: The Aim of The Course Is To Acquire Knowledge and Understanding of Matrix Computations

This course covers numerical methods for solving linear systems and eigenvalue problems, including direct and iterative methods. It aims to teach the fastest and most accurate solution techniques. Students will learn matrix factorizations, condition numbers, round-off error analysis, algorithm speed analysis, and choosing the best algorithms based on problem structure. Prerequisites include courses in linear algebra, numerical analysis, and differential equations, as well as mathematical aptitude and a willingness to learn programming. Upon completing the course, students will understand major numerical linear algebra concepts and algorithms and how to apply them in different situations.

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Adnan Mehmood
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118 views1 page

MTH607 Numerical Linear Algebra Aim: The Aim of The Course Is To Acquire Knowledge and Understanding of Matrix Computations

This course covers numerical methods for solving linear systems and eigenvalue problems, including direct and iterative methods. It aims to teach the fastest and most accurate solution techniques. Students will learn matrix factorizations, condition numbers, round-off error analysis, algorithm speed analysis, and choosing the best algorithms based on problem structure. Prerequisites include courses in linear algebra, numerical analysis, and differential equations, as well as mathematical aptitude and a willingness to learn programming. Upon completing the course, students will understand major numerical linear algebra concepts and algorithms and how to apply them in different situations.

Uploaded by

Adnan Mehmood
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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MTH607 Numerical Linear Algebra

Aim: The aim of the course is to acquire knowledge and understanding of matrix computations,
which in turn requires deeper studies in theory, methods, algorithms, and software for different
matrix computation. Focus will on methods for solving linear systems and eigenvalue problems
that minimize the computing time and memory storage while retaining suitable accuracy.

Objective: To Pick the fastest and more accurate technique/solution methods possible

Course Description:

We will study the solutions of linear systems of equations (Direct and iterative methods), least
square problems, eigenvalue problems, and singular value problems. We will also learn basic
principles applicable to a variety of numerical problems and learn how to apply them. These
principles include (1) matrix factorizations, (2) perturbation theory and condition numbers, (3)
effect of round off on algorithms, including properties of floating point arithmetic, (4) analyzing
the speed of an algorithm, (5) choosing the best algorithm for exploiting the mathematical
structure of the problem, and (6) numerical linear algebra software …

Prerequisites:

Mathematical aptitude
Introductory courses in Linear algebra, Numerical analysis and differential equations.
Willingness to learn MATLAB or any other programming language.

Learning Outcomes:

Students who successfully complete this course will possess a firm understanding of the main
concepts of numerical linear algebra.
They will know the most important algorithms and which are applicable in which situations.
They will know the theory behind the algorithms, including convergence and stability theory.

Recommended Books:

David Watkins, Fundamentals of Matrix Computations, Third Edition (2010)


James W. Demmel, Applied Numerical Linear Algebra, 1997.
Gene H. Golub, Charles F. van Loan, Matrix Computations, 1996.
Trefethen, Lloyd N., David Bau, Numerical Linear Algebra, Society for Industrial and
Applied Mathematics, 1997.
Richard L Burden, J Douglas Faires, Numerical Analysis, 8th Edition

Dr. Ishtiaq Ali CIIT, Islamabad, Spring-2018

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