(Created 2009-08-11.)

NUMERICAL LINEAR ALGEBRA | FMNN01 |

**Aim**

The course provides theoretical understanding of some very useful algorithms. The course also provides hands-on experience of implementing these algorithms as computer code and of using them to solve applied problems. Upon completion of the course the student shall have substantially better and more useful knowledge of numerical linear algebra than students who only have completetd a regular basic course in scientific computing. The course shall also stimulate to a continued independent study.

*Knowledge and understanding*

For a passing grade the student must

*Skills and abilities*

For a passing grade the student must

*Judgement and approach*

For a passing grade the student must

**Contents**

The course is a follow-up to the basic course Linear Algebra. We teach how to solve practical problems using modern numerical methods and computers. Central concepts are convergence, stability, and complexity (how accurate the answer will be and how rapidly it is computed). Other tools include matrix factorization and orthogonalization. Algorithms covered can, among other things, be used to solve very large systems of linear equations that arise when discretizing partial differential equations, and to compute eigenvalues.

**Literature**

Numerical Linear Algebra by Lloyd N. Trefethen and David Bau, SIAM, Philadelphia, ISBN 0-89871-361-7