Numerical Linear Algebra
NUMB11 Numerical Linear Algebra, 7.5 credits, is an alternative compulsory course for a Bachelor of Science degree in mathematics. The course can be taken as a stand-alone course. The course is given at half-study pace during the first half of each autumn semester. The course is given in English.
Course Content
The course covers
- Direct and/or iterative solution methods for various linear algebra problems such as linear systems of equations, eigenvalue problems and the least-squares method
- Matrix and vector norms, orthogonalisation, projection, matrix factorisations, direct and iterative solvers, condition numbers, stability of a method, complexity of an algorithm,
- Applying these concepts to construct numerical methods and solve problems in linear algebra,
- The significance of important matrix classes in numerical linear algebra.
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.
Assessment
Examination takes the form of an oral exam at the end of the course.
Course Literature
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Lloyd N. Trefethen and David Bau III, Numerical Linear Algebra, SIAM, Philadelphia, ISBN 0-89871-361-7
Official Course Description
Course Evaluation
Link to course evaluations on the department's website: