| Note!
This page is outdated. From Autumn 2008, the course information is in
Noppa. |
in Finnish/ suomeksi
Helsinki University of Technology,
Institute of Mathematics
Mat-1.3651 Numerical Linear Algebra (2008, 5cr)
This course replaces Mat-1.175.
Recent news
NB! This page is no longer updated (at least not regularly).
All information is given (in Finnish on Spring 2008) on the
Noppa portal.
Course contents
- Decompositions: SVD, QR, polar, LU, Schur, Jordan
- Computation of the aforementioned: sensitivity, stability, orthogonal
transformations: Householder, Givens
- Eigenvalues: QR-iteration, symmetric QR, Arnoldi, Lanczos
- Iterative solvers: classical ones (Jacobi, Gauss-Seidel, SOR)
and Conjugate Gradient, GMRes, QMR etc.
Material
Exercises (appearing weekly, on Fridays latest).
Some reference books:
- L. N. Trefethen, D. Bau III: Numerical Linear Algebra. 1997
- T. Eirola and O. Nevanlinna: Numerical Linear Algebra 2003 lecture notes (gzipped pdf, 0.5MB).
- J.W. Demmel: Applied Numerical Linear Algebra. 1997.
- G.W. Stewart: Introduction to Matrix Computations. 1973.
- G.H. Golub and C.F. Van Loan: Matrix Computations. 1996.
- O. Axelsson: Iterative solution Methods. 1994.
We will mainly follow the book by L. N. Trefethen, D. Bau III:
Numerical Linear Algebra. This one starts with SVD instead of the
traditional Gauss elimination. Also you can download T. Eirola and
O. Nevanlinna: 2003 Lecture Notes
(gzipped pdf, 0.5MB. Right-click and "Save as...").
2007 home page and
2006 home page.
Time table
On Spring 2008 there are 9x4h lectures and 10x2h exercises.
- Lectures
Monday 12-14 and Friday lecture hall F (main building).
- Exercise sessions Thursday 14-16 either in Y339b or Y313
depending on the contents.
- The first lecture is on Friday 18.1.2008. Apparently the last exercise is on 10.4.08.
- The lecture is by default in Finnish, but in English on demand of at least 10% of participants.
- The exercises are published on the web page on previous Friday.
A more precise plan/report on the lectures is in this link..
Breaks:
in lectures
- either 18.2 or 22.2 lecture is cancelled (TBA)
- 6.3 - 12.3.08 exam period
- 20.3 - 26.3.08 easter period
in exercises
- 6.3 - 12.3.08 exam period
- 20.3 - 26.3.08 easter period
Assessment
By exam on April soon after lectures and exercises are finished
(precise date will be agreed on start!) or in May 2008. Completed home assignments will be
taken into account (approximately: exam 75-85%, homework 15-25% - haven't
decided yet!). The course is worth 5 credits.
The home assignments will be handed in to the
assistant latest at the beginning of the exercise (1st ones on Thu
24.1.08 at 14.15 in room Y313), or earlier (agree with the assistant).
Remember to include your name and student ID.
Teachers
- Teijo Arponen
(lectures) teijo.arponen(at)tkk.fi, appointment after lectures (room Y324).
- Sampsa Pursiainen. (exercises).