Numerical Linear Algebra
Prestudy The course will start with a prestudy week from October 6  10, 2014. The following exercises will hopefully give you a smooth introduction into the topic. You can solve these problems using the lecture notes and other textbooks you find helpful.Instructions and material for prestudy week Instructions PDFLecture notes PDF Prestudy No 1 PDF Prestudy No 2 PDF Prestudy No 3 PDF Prestudy No 4 PDF Prestudy No 5 PDF How to send in answers Please write the answers to the theoretical questions and send them as a pdf, it does not have to be typed, it could also be handwritten and you can send me a photo. For the other exercises send in your solutions as .m files.Lectures A lecture week at KTH will follow from October 13  17, 2014. The lectures will take place at the main building of KTH (Lindstedtsvägen 3 and 5) in the following rooms:Monday October 13, room 1537, floor 5, PDF Tuesday October 14, room 4523, floor 5, PDF Wedesday October 15, room 4523, floor 5, PDF Thursday October 16, room 4523, floor 5, PDF Friday October 17, room 4523, floor 5 Important: Bring your own laptop computers for the lecture week at KTH! Updated lecture notes PDF Preliminary schedule Monday 9  11: Introduction, discussion of prestudy resultsMonday 11  13: Condition and stability, direct methods Monday 13  14: Lunch break Monday 14  16: Programming Monday 16  18: Discussion of programming results Tuesday 9  13: Iterative methods Tuesday 13  14: Lunch break Tuesday 14  16: Programming Tuesday 16  18: Discussion of programming results Wednesday 9  13: Methods for eigenvalue problems Wednesday 13  14: Lunch break Wednesday 14  16: Programming Wednesday 16  18: Discussion of programming results Thursday 9  13: Methods for nonlinear problems Thursday 13  14: Lunch break Thursday 14  16: Programming Thursday 16  18: Discussion of programming results Friday 9  11: Multigrid methods Friday 11  13: Conclusion Projects For a project, use a method of your choice to generate a matrix. This can be from a discretization of a PDE or from a problem you work within your Ph.D project, etc. The only requirement it should meet is that the size is changeble, e.g. by choosing a different discretization parameter for your PDE.
