Welcome to Numerical Linear Algebra, autumn semester 2024! This course is given jointly for students at the Faculty of Engineering (course code FMNN01) and Faculty of Science (course code NUMB11). The course is a continuation to the basic course Linear Algebra. We teach how to solve practical problems using modern numerical methods and computers. The course introduces iterative methods for solving linear equations systems and eigenvalue problems of large dimensions. For more moderate size problems matrix factorization methods and their implementation are introduced. Central concepts to analyze the algorithms are convergence, stability, and complexity (how accurate the answer will be and how rapidly it is computed).

Teaching
The teaching consists of lectures. Theoretical home assignments and computer exercises are a central part of the course. These assignments should be solved in smaller groups and reports can be handed in for feedback during the course. The assignments are not compulsory, but they are recommended as preparation for the oral examination at the end of the course.

The lectures are held by Philipp Birken and Andreas Langer.

The assignments are graded by Niklas Kotarsky and Valentina Schüller.

Contact (Course Admin, Teaching Staff, Course Representative)

Assessment
The course is assessed through oral examinations. Oral Exams are either with Philipp Birken or Andreas Langer. You can sign up for them as a homeworkgroup, and only this way, using the calendar in canvas.

Course literature

Lloyd N. Trefethen and David Bau III, Numerical Linear Algebra, SIAM, Philadelphia, ISBN 0-89871-361-7

Schedule
The schedule is available in the TimeEdit schedule tool.

Official Course Description