Course Catalog 2009-2010 International Basic Pori International Postgraduate Open University |Degrees|     |Study blocks|     |Courses|

Person responsible

Robert Piche

Implementations

	Lecture times and places	Target group recommended to
Implementation 1	Per 4, 5 : Monday 9 - 11, TB214 Tuesday 14 - 16, TB214

Requirements

Weekly assignments or take-home exam.
Completion parts must belong to the same implementation

Principles and baselines related to teaching and learning

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Learning outcomes

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

Study material

Type	Name	Author	ISBN	URL	Edition, availability, ...	Examination material	Language
Book	Applied Numerical Linear Algebra	J. W. Demmel	0-89871-389-7		SIAM 1997		English
Summary of lectures	Lecture videos	Robert Piche					English

Prerequisites

Correspondence of content

More precise information per implementation

	Description	Methods of instruction	Implementation
Implementation 1	Lectures Mondays 9-11 and Tuesdays 14-16 in Tb214

Last modified	15.03.2010
Modifier	Robert Piche