NLA:Linsys&EWP

Introduction to numerical linear algebra

We discuss the numerical solution of linear systems of equations and eigenvalue problems
Times: Tuesday 13.00 - 15:00 G05-208
Wednesday 11:00 - 13:00 G03-214 (on 25.10. in G05-300)
Friday 9.00 - 11:00 G14-101
Next exercise 12.10.
Sprache/Language: English / German, will be decided in first lecture

Content

  • Linear Systems:
    • Direct solvers
    • Stationary iterations
    • Krylov methods (CG, MINRES,GMRES) for large matrices
    • Preconditioning strategies
  • Eigenvalue problems:
    • Basic concepts
    • QR type methods for small, dense matrices
    • Special algorithms for symmetric matrices
    • Lanczos & Arnoldi methods for large-scale eigenvalue problems

Exercises and Homework

  • Exercise 1 (Discussion on 12. & 19.10.2017)
  • Homework 1 (Hand in solutions until 20.10., Discussion on 24.10.2017),

Literature

Useful Links

 
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