|
MAT-51627 Matrix Algebra 2, 7 op |
Robert Piche
Ei toteutuskertoja
Weekly assignments or term project.
-
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.
Sisältöalue | Ydinaines | Täydentävä tietämys | Erityistietämys |
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 |
Tyyppi | Nimi | Tekijä | ISBN | URL | Painos,saatavuus... | Tenttimateriaali | Kieli |
Kirja | Applied Numerical Linear Algebra | J. W. Demmel | 0-89871-389-7 | SIAM 1997 | Englanti |
Opintojakso | P/S |
MAT-31096 Matrix Algebra 1 | Pakollinen |
Opintojakso | Vastaa opintojaksoa | Selite |
|
|