MA5890 Numerical Linear Algebra


Course Details

Floating point arithmetic (1 lecture), stability of algorithms (2 lectures), conditioning of a problem (2 lectures), perturbation analysis (2 lectures), algorithmic complexity (1 lecture), Matrix decomposition including LU, Cholesky, QR, SVD, etc. (12 lectures), Iterative techniques mainly focussing on Krylov subspace methods including Lanczos, Arnoldi, Conjugate Gradient, GMRES, etc. (12 lectures), Preconditioning (2 lectures), structured matrix computations (4 lectures), designing matrix algorithms on modern computer architectures (3 lectures).

Course References:

1. James W. Demmel, Applied Numerical Linear Algebra, Publisher : Society for Industrial and Applied Mathematics, Year : 1997
2. N. Trefethen & David Bau III, Numerical Linear Algebra, Publisher : Society for Industrial and Applied Mathematics, Year : 1997