Advanced Topics of Numerical Linear Algebra

We discuss advanced numerical linear algebra problems like: matrix equations, matrix functions, tensor problems.

Dates:       Wednesday, 9:00-11:00, G12-201, Thursday 13:00-15:00, G05-314.

Last exercise on Thursday, July 5.  

Exams: please write an E-mail to kuerschner@mpi-...... to schedule a time.


  • Brief recapitulation of important concepts from (numerical) linear algebra, especially regarding linear systems of equations and linear eigenvalue problems.
  • Matrix equations
    • Theory, applications
    • Methods for small / dense linear and quadratic equations
  • Matrix functions
    • Theory, applications
    • Computing functions of small, dense matrices
    • Approximating matrix function times a vector
  • Randomized Algorithms
  • Brief Outlook to Multilinear (Numerical) Algebra

Seminar Advanced Topics in Numerical Linear Algebra

in parallel to the lecture, there will be a seminar about further topics in Numerical Linear Algebra. It will be held on September 18, 2018 at the Max Planck Institute, seminar room Prigogine - V0.05-2+3.

Although the seminar is supplementary, it is advised for lecture participants to attend the seminar even without giving an own talk because interesting additional problems will be discussed.

Problem sheets


Literature recommendations

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