Course Catalog 2007-2008

MAT-51626 MATRIX ALGEBRA 2, 6 cr
Matrix Algebra 2

Courses persons responsible
Robert Piche

Lecturetimes and places
Per I,II: Wednesday 14 - 16, TC133
Per I,II: Friday 12 - 14, TC133

Implementations
  Period 1 Period 2 Period 3 Period 4 Period 5 Summer
Lecture 4 h/week 4 h/week - - - -
Exercise work - 24 h/per - - - -
(Timetable for academic year 2007-2008)

Objectives
Learn the mathematical basis and practical issues related to modern numerical methods for the direct and iterative solution of linear equations, least squares problems and eigenvalue problems, and develop your proficiency in matrix mathematics along the way. The main themes are matrix factorizations and decompositions, perturbation theory and conditioning,floating point arithmetic and roundoff effects, structure-exploiting algorithms, and the engineering of numerical software.

Content
Content Core content Complementary knowledge Specialist knowledge
1. LU decomposition: algorithm, stability, implementation in multilevel architectures       
2. normal equations, QR and SVD decomposition, stability  data compression     
3. computing eigenvalues, perturbation analysis  the PageRank algorithm    
4. iterative methods: Jacobi, conjugate gradient, FFT, multigrid  Poisson PDE, medical imaging inverse problem    

Requirements for completing the course
Term project and participation in lectures.

Evaluation criteria for the course

  • Used assessment scale is numeric (1-5)

  • Study material
    Type Name Auhor ISBN URL Edition, availability... Exam material Language
    Book Applied Numerical Linear Algebra J. W. Demmel 0-89871-389-7   SIAM 1997 No  English 

    Prerequisites
    Code Course Credits M/R
    MAT-31090 MAT-31090 Matrix Algebra 1 5 Mandatory

    Prequisite relations (Sign up to TUT Intranet required)

    Remarks

    Taught every second year. It will be taught in 2007-8. Lectures Wednesdays 2-4pm and Fridays noon-2pm in Tc133, first lecture 29.8.2007.

  • Partial passing of course must be in connection with the same round of implementation.

  • The course is suitable for postgraduate studies.

  • Scaling
    Methods of instructionHours
    Lectures 96
    Assignments 60
    Total sum 156

    Correspondence of content
    MAT-51620 Matrix Algebra 2

    Course homepage

    Last modified 20.08.2007
    Modified byRobert Piche