Lectures: Monday, Wednesday 12:30-13:45 at ENG B05
Instructor: Emre Mengi Office: SCI 114 E-mail: emengi@ku.edu.tr Phone: (212)338-1658
Teaching Assistant:
|
Course Description:
This course concerns the numerical solution of linear systems, linear least squares problems (best approximate solution for an inconsistent linear system), eigenvalue and singular value problems. We will introduce numerical algorithms for the solution of these problems on a computer, and analyze their efficieny and accuracy in the presence of rounding errors. For the numerical solutions of the problems matrix factorizations will be introduced, and their existence and uniqueness will be discussed. The Krylov-subspace based iterative algorithms will be studied as much as time permits.
(See the course syllabus for issues such as grading, a crude course calendar and the formats of the exams.) Announcements:
|
Textbooks:
Both of the textbooks will be available at the reserve desk in the library.
- Numerical Linear Algebra, Lloyd N. Trefethen and David Bau
- Fundamentals of Matrix Computations (2nd Edition), David S. Watkins
Supplementary Books:
- Numerical Computing with Matlab, Cleve Moler (Available at http://www.mathworks.com/moler/index_ncm.html)
- Numerical Computing with IEEE floating point arithmetic, Michael L. Overton (see the brief notes below under the resources extracted from this book. If you think you will be frequently involved in IEEE arithmetic, this book is relatively cheap when bought from the SIAM website.)
- Matrix Computations 3rd Edition, Gene H. Golub and Charles F. Van Loan (available at the reserve desk in the library)
Resources:
- Lecture Notes
- An introductory Matlab manual
- Brief notes on IEEE floating-point arithmetic by Michael L. Overton (Ignore the title IEEE floating point numbers “in Java”. Everything here, except the last two subsections on page 11, applies to Matlab.)
Homeworks: All hws are due by 5pm on the indicated dates below unless otherwise indicated.
Midterm: Final: |
Exams and Solutions:
Important Enrollment Dates and Holidays:
|