M581 Numerical Analysis

Content:
1. Review of Linear Algebra Concepts
2. Computer arithmetic, roundoff errors
3. Gaussian elimination. Elementary matrices and LU Factorizations
4. Error analysis, stability
5. Householder transformation, QR Factorization
6. Eigenvalue Problems, Power method, Inverse Power Method, Localization of Eigenvalues
7. Basic Iterative Methods
8. Krylov subspace method

Goals:
The objective of this course is an introduction to the mathematical and computational aspects of Numerical Linear Algebra

Text Book(s) and references:
1. James W. Demmel, 'Applied Numerical Linear Algebra' SIAM, 1997
2. Datta B.N, Numerical Linear Algebra and Applications
3. Atkinson, K., An introduction to Numerical Anlaysis
4. J. Stoer and R. Bulirsh, 'Introduction to Numerical Analysis', Springer-Verlag, 1980.
5. Johnson and Riess, Numerical Analysis

Exams and Grading:
Midterm (30%) (TBA)
Homework (30%)
Final (40%) (TBA)

Lecture Hours: Tuesday 9:40-12:30 (M214)