====== IAM 961: Numerical Linear Algebra ======

Instructor: John Gibson, Kingsbury N309E, john.gibson@unh.edu

Numerical linear algebra is the science of solving systems of linear equations $Ax=b$ and the eigenvalue problem 
$A v = \lambda v$ on a digital computer --problems are at the root of the vast bulk of scientific computation. 
Compared to classical linear algebra, the finite precision and speed of numerical mathematics brings in a number
of important new concepts, including conditioning, stability, and accuracy, and efficiency. We will develop these
ideas and learn the most important numerical linear algebra algorithms: QR, LU, SVD decompositions, Gramm-Schmidt orthogonalization, the QR eigenvalue algorithm, and Krylov subspace methods. Time permitting, we will also study
key algorithms for function optimization and the solution of systems of nonlinear equations.



^ HWs ^ due date ^ comments ^
| {{:gibson:teaching:fall-2012:iam961:hw1.pdf|HW1}} | 9/17 | |
| {{:gibson:teaching:fall-2012:iam961:hw2.pdf|HW2}} | 10/17 | |
| [[:gibson:teaching:fall-2012:iam961:hw3|HW3]] | 10/31| |

^ lecture stuff ^ comments ^
| [[:gibson:teaching:fall-2012:iam961:svddemo.m]] | |