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Instructor:
Malgorzata Peszynska
Class:
MWF 10:00-10:50 Notice classroom change: STAG 310
Course information:
CRN 10446. Credits: 3.00.
Student preparation: I expect the students to have a good
background in linear algebra. Familiarity with (some) numerical
methods, algorithms, some programming language, and in particular with
MATLAB is a plus; however, I will develop the basics as necessary.
Syllabus: In the course we will cover the
following topics:
- general ideas of stability and accuracy of numerical methods
including conditioning of a problem
- solution of linear systems (direct and iterative methods),
- various factorizations and decompositions for general matrices and those of
special structure, including LU, QR, SVD,
- numerical methods for finding eigenvalues
You will become familiar with methods associated with famous
acronyms (LU, M-N, QR, SVD, GS, LSOR, CG, MG,...) and with big names
of (numerical) linear algebra such as Gauss (and Seidel), Householder,
Givens, Hessenberg, Krylov, Hestenes, Stiefel, Jacobi,....
The study of analytical and practical properties of these methods will
be pursued; simultaneously, the students will get computational
experience in applying them. Knowledge of MATLAB or some other
programming language is a plus; however I will develop the basics
during class and special lab meetings.
I start by looking at a 2 by 2 matrix.
Sometimes I look at a 4 by 4 matrix.
That's when things get out of control and too hard.
Usually 2 by 2 or 3 by 3 is enough, and I look at them,
and I compute with them, and I try to guess the facts.
Paul R. Halmos
Textbook:
NUMERICAL LINEAR ALGEBRA
Lloyd N. Trefethen and David Bau, III
xii+361 pages
SIAM, 1997
Softcover / ISBN-13: 978-0-898713-61-9 / ISBN-10: 0-89871-361-7 /
Exams: There will be a Midterm in class on Friday, November
2nd, and a Final on Thursday, Dec. 6 at 18:00.
Grading: Homework will count as 40% of the grade, exams as
30% each. Additionally, problems for extra credit (for the total up
to 10%) will be assigned throughout the term as Homework and/or during
Final exam.
Special arrangements for students with disabilities,
make-up exams etc.: please contact the instructor and Services for Students with
Disabilities, if relevant, and provide appropriate
documentation.
Course drop/add information is at
http://oregonstate.edu/registrar/.
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