Note!
This page is outdated. From Autumn 2008, the course information is in
Noppa. |

Helsinki University of Technology,

Institute of Mathematics

This course replaces Mat-1.175.

**NB!** This page is no longer updated (at least not regularly).
All information is given (in Finnish on Spring 2008) on the
Noppa portal.

- 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.

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.

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.

- 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

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.

- Teijo Arponen (lectures) teijo.arponen(at)tkk.fi, appointment after lectures (room Y324).
- Sampsa Pursiainen. (exercises).