KTH / CSC / Kurser / 2D1252 / numalg06

Numerical Algebra

This course consists of two parts:

Scientific Computation Computational Algebra (SCCA) is given in September-October. It is included in the International Masters program in Scientific Computation, but is open for anybody with a basic course in Numerical Analysis. It gives 2 points.
Methods for Large Matrices, is given in October-December. Qualified students, e. g. those who have taken Applied Numerical Methods 2, 2D1250 may enter directly here. This is course 2D1253. It gives 4 points.

Scientific Computation Computational Algebra

Instructors

Axel Ruhe , room D 4527, Phone 6635 : Lectures, Examiner
Mohammad Motamed, room D 4519, Phone 7142: Lab sessions, Advisor

News

Time for next exam is Monday January 15 at 9-12 in D32. Review questions are ready now.RevQ.pdf

Plan for lectures 2006

Lab sessions, L1-L6, are held in varying rooms named after colours in Swedish.
Some lectures changed since Summer version!
New times for labs that are separate from 2D1225.

Meeting	Preparation	Text	Contents
F1, Sept 5 13:15-15 in E2	1.2, 1.3	L 1 D 1.2-3 D 2.1-4	Introduction: General concepts in numerical linear algebra. The standard problems. Linear systems: Gaussian elimination and factorizations, pivoting, error analysis
L1, Sept 8 13-15 in Karmosin+Vit			1. Floating point arithmetic, Gaussian elimination: lab061.pdf
F2, Sept 12 13:15-15 in E31			Linear systems, continued
L2, Sept 15 10-12 Magenta
F3, Sept 18 10:15-12 in E2	2.1, 2.3, 2.4, 5.1	L 2 D 2.7	Sparse matrices: Direct methods for linear systems
L3, Sept 22 10-12 Magenta			2. Sparse matrices: lab062.html
F4, Sept 21 8.15-10 in D3	2.5, 5.2	L 3 D 3.1-2 3.5	Least squares: Theory, normal equations, singular value decomposition (SVD), numerical rank
L4, Sept 29 10-12 Magenta
F5, Sept 28 10:15-12 in E3	1.5,	L 4 D 4	Eigenvalues: Theory, perturbation analysis, Transformation algorithms,
L5, Oct 6 10-12 Magenta			3. SVD for data analysis: lab063.pdf Files needed for pattern recognition task zipdata.mat ima2.m
F6, Oct 5 10:15-12 in Q2	5.3	L 5 D 6.6	Very large matrices: Iterative algorithms
L6, Oct 13 13-15 Brun

Preparation: Texts from Strang Applied Mathematics , the cours book of 2D1266.
Text: Lc Text in lecture notes chapter c. D c.s Demmel text book Chapter c section s.
Contents: What is discussed in this lecture.
Assignments: Computing assignments given out this week.

Text book

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
You may follow the first part of the course, 2 points, without the book, but if you intend to follow the second, 4 points, you are recommended to get the book.

Lecture notes

Topics in Linear Algebra: Linalgtop.pdf
Review questions used to prepare for exam: RevQ.pdf