Applied Numerical Methods, part 2, nummet2-11

Course news, autumn 2011

Date for second re-exam 2012; August 21 at 14-17

in classroom E53 (in E-house on floor 5).

Date for re-exam 2012; March 28 at 13-16

in classroom 1537 (in E-house on floor 5).

Please send an emial to Ninni if you wish to participate.

Course details

Matlab function roots chooses its own tolerance (see help-file). It is hard to vary! So, please ignore that question in Lab1. Just tell what geometrical shape the found roots are put in. Does it depend on the polynomial?

Last day to hand in Lab1 is November 14th (even if says Nov 11 at some places).

Lecture notes now available, see additional reading material below.

The course starts in lecture hall D41 on Monday October 24, 2010 at 15.15 o'clock.

If you are not yet registered for the course please contact your "studievägledare" for doing that.

Instructors

Ninni Carlsund, room D4527, phone 08-7908193,ninni(at)csc.kth.se: Lectures, Examiner
Ashraful Kadir, room D1519, phone 08-790 8130, smakadir(at)csc.kth.se: Lab Sessions, Advisor.

Plan for lectures 2011

Lectures, Föreläsningar, F1-F8 are given in various lecture halls around campus. Look carefully at your maps!
Lab consultations, L1-L7, are held in room 4523 (exception: L1) in the main building D, eastern wing 5th floor. This room is not equipped with computers!

F1  Introduction, Foundations of Error Analysis.		(L1,D1.2-3)

F2  Error Analysis (continued), Gaussian Elimination		(D2.1-4)

F3  Direct Methods for Sparse Matrices	 			(L2, D2.7)

F4  Linear Least Squares Method, Singular Value Decomposition	(L3, D3.1,2,5)

F5  Singular Value Decomposition (cont), Eigenvalues		(L4, D4)

F6  Eigenvalues (cont)		 	 			(L4, D4)

F7  Large Scale Problems: Iterative Methods			(L5, D6.6)

F8  Wrap-up

The note D#.§ means chapter #, subsection § in the book by J W Demmel. 
The note L# means chapter # in the lecture notes by A Ruhe.

The time schedule follows KTH:s TimeEdit (apart from F6-L4 swap). It may look like:

w43 F1 24/10 15-17 D41		
    F2 25/10 10-12 L51		
    L1 27/10 15-17 4423 - OBS!

w44 F3  1/11  8-10 D41
    L2	3/11 13-15 4523

w45 F4  8/11 13-15 D34
    L3 11/11 13-15 4523

w46 F5 15/11 13-15 D34
    F6 18/11 13-15 E36 - OBS!!!  Swapped with L4.

w47 L4 22/11 13-15 1635 - OBS!!!  Swapped with F6.
    L5 25/11 13-15 4523

w48 F7 30/11  8-10 D41
    L6  2/12 13-15 4523

w49 L7  6/12 13-15 4523
    F8  9/12 13-15 E32

w50 T  16/12 10-13 D32,33,35

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 short report on each assignment at CSC's Students' expedition (NOT in the instructors' mail boxes), according to the schedule below. Attach a cover page properly filled in. It can be downloaded here or fetched at the Students' 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. Always provide an explanation for the observed effects. Thick piles of computer plots and printed output of Matlab will not be accepted. Here are some guidelines how a nice report should be prepared. A good example of a nice report can be found here. But they may be hand written. Read the instructions on the individual labs.

Here are the references to the computer labs:

Lab 1, due November 14, 2011
Lab 2, due November 28, 2011. 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 9, 2011. The following files are needed for the assignment: zipdata.mat, ima2.m

If zipdata.mat does not work for you, you may try this file, uppg3.zip which you should unzip before going into Matlab.

Please see the FAQ concerning the programming assignments.

Recommended 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 buy 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

Additional reading material

Lecture 7 was not electronic.

From lecture 8.

Lecture notes on rounding error analysis.

An excerpt of the Elden paper for lab 3 is found here.

Here you will find some sample examinations: exam0601.pdf, exam0710.pdf.

Examination

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

We grade the labs up to 5 or 8 each and the exam 18, in total up to 36. To pass the course you must have passed 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.