Numerical Linear Algebra

Numerical Linear Algebra


Academic year 2010/2011
PhD program in Mathematics UC-UP
Department of Mathematics
Faculty of Science and Technology, University of Coimbra
Teacher: Adérito Araújo

Schedule and attendance of students (summaries)

Class
Monday
Tuesday
Wednesday
Thursday
Friday
11-13
14:30-16:30
Sala 2.4




Attendance
Monday
Tuesday
Wednesday
Thursday
Friday


10-12:30
Office 5.1

16:30-17:30
Office 5.1


Syllabus

    1. Introduction

    2. Basic operations and norms

    3. Orthogonality and the SVD

    4. Introduction to error analysis

    5. Linear systems

    6. Linear Least Squares

    7. Eigenvalue problems

    8. Iterative methods

    9. Sparse matrices

    10. Introduction to High-Performance Computing

    11. Projects and applications


Bibliography
  • A. Bjorck. Numerical Methods for Least Squares Problems. SIAM 1996.
  • J. W. Demmel. Applied Numerical Linear Algebra. SIAM 1997.
  • J. J. Dongarra, I. S. Du, D. C Sorensen, H. A Van der Vorst. Numerical Linear ALgebra for High-Performnce Computers. SIAM 1998.
  • G. H. Golub, C. F. Van Loan. Matrix Computations. John Hopkins University Press 1996.
  • N. J. Higham. Accuracy and Stability of Numerical Algorithms. SIAM 2002.
  • Linear Algebra PACKage
  • C. D. Meyer. Matrix Analysis and Applied Linear Algebra. SIAM 2000.
  • L. N. Trefethen, D. Bau. Numerical Linear Algebra. SIAM 1997.


Assessment

The final exams are in the following dates.

    Hour
    Final exam
    Hour
    Final exam 2
    14:30
    8 de June de 2011
    14:30
    6 de July de 2011


Homeworks, projects and class support files


Voltar à página de Adérito Araújo