Applied Numerical Methods, part 2

Course news, autumn 2009

• The re-examination has been scheduled for Monday MArch 29, 2010, 13-16 in room 1537.
• The lecture of November 17, 2009 has been moved to Monday, November 16, 8-10. Room: D41.
• The lecture of October 28, 2009 has been moved to 15-17, room E51.
• Here you will find some sample examinations: exam0601.pdf, exam0710.pdf.
• When using matlab's IDE on Solaris machines the caret sign (^) is not immediately available. For making it available to matlab issue the command

   xmodmap -e "keycode 55 = SunFA_Diaeresis asciicircum asciitilde"
  

  before you start matlab. Then, the caret key should work fine.
• The course starts in lecture hall D41 on Tuesday October 27, 2009 at 10.00 o'clock.
• If you are not yest registered for the course please contact your "studievägledare" for doing that.

Instructors

Michael Hanke, room D4529, phone 08-7906278: Lectures, Examiner
Sara Zahedi, room D4519, phone 08-790 7142: lab sessions, advisor. Questioning hours: Tuesdays 15-16

Plan for lectures 2008

Lectures, Föreläsningar, F1-F6 are given in various lecture halls around campus. Look carefully at your maps!
Lab sessions, L1-L6, are held in room Spelhallen in the main building D, eastern wing 5th floor.

Week  When         Where What  Contents (Reading)
 44   27/10  10-12  D41  Lect  Intr, Foundations of error analysis (L1, D1.2-3)
      28/10  15-17  E51  Lect  RESCHEDULED Error anal (cont), Gaussian eliminination (D2.1-4)
      30/10  13-15  Spel Lab
 45    3/11  10-12  E31  Lect  Direct methods for sparse matrices (L2, D2.7)
       6/11   8-10  Spel Lab
 46   10/11  10-12  D41  Lect  Linear lest squares, SVD (L3, D3.1,2,5)
      13/11  10-12  Spel Lab
 47   16/11   8-10       Lect  RESCHEDULED SVD, eigenvalue problems (L4, D4)
      20/11  10-12  Spel Lab
 48   25/11   8-10  D41  Lect  Eigenvalue problems (cont)
      27/11  13-15  Spel Lab
 49    2/12   8-10  D41  Lect  Large-scale problems: Iterative methods (L5, D6.6)
       4/12  10-12  Spel Lab
 50   11/12  10-12  Spel Lab
      11/12  13-15  D31  Lect  Wrap-up
 51   18/12  14-17  Q21, Q22  EXAMINATION

Reading: Lc Text in lecture notes chapter c. D c.s Demmel text book Chapter c section s.
Contents: What is discussed in this lecture.

Computer lab assignments

The laboratory work consists of three assignments carried out by groups of no more than two students. Each group hands in a report on each assignment in the NADA mailbox outside the Students' expedition (NOT the instructors' mail stops!), according to the schedule below. Attach a cover page properly filled in. It can be downloaded here or fetched at the Student Expedition. We strongly prefer paper hand-ins, the Swedish post office can be relied upon for those unable to attend in person. Homework is handed back in the Student Expedition.

The assignment reports should be clearly written and easy to read for the grader. If you use a computer, you must edit the output and write a descriptive summary. Mere sheaves of computer plots and printed output will not be accepted. Here are some guidelines how a report should be prepared. A good example of a nice report can be found here.

Here are the references to the computer labs:

• Lab 1, due November 10, 2009
• Lab 2, due November 25, 2009. Extra tips on sparse matrices in matlab can be found here. The detailed description of the implementation is given in gilbert92sparse.pdf.
• Lab 3, due December 14, 2009. The following files are needed for the assignment: zipdata.mat, ima2.m

See the FAQ concerning the programming assignments!

Literature

Most of the course is in the book: James W. Demmel, Applied Numerical Linear Algebra, SIAM 1997, Order code OT56, homepage
   It has been difficult to get the book in Stockholm. There is a way to buy it directly from the publisher, who offers a discount for members. SIAM offers a free student membership to students of SIAM member schools of which one is Royal Institute of Technology, KTH. Sign in at SIAM: Students

Lecture notes

Axel Ruhe: Topics in Linear Algebra. Sold at the students' expedition
Review questions used to prepare for exam will be distributed: RevQ.pdf

Examination

The grading of this part of the course is based on the three programming assignments and a written examn with questions covering the theory part of the course.

We grade the labs up to 6 each and the exam 18, total up to 36. To pass the course you must have submitted all 3 labs and taken the exam with at least 9. If you pass you get a grade according to the accumulated number of points. So grade E corresponds to at least 12 points.