MATH581 NUMERICAL ANALYSIS I
| Course Code: | 2360581 |
| METU Credit (Theoretical-Laboratory hours/week): | 3 (3.00 - 0.00) |
| ECTS Credit: | 8.0 |
| Department: | Mathematics |
| Language of Instruction: | English |
| Level of Study: | Graduate |
| Course Coordinator: | Assoc.Prof.Dr. BAVER OKUTMUŞTUR |
| Offered Semester: | Fall Semesters. |
Course Objectives
The objective of this course is an introduction to the mathematical and computational aspects of Numerical Linear Algebra
Course Content
Error analysis. Solutions of linear systems: LU factorization and Gaussian elimination, QR factorization, condition numbers and numerical stability, computational cost. Least squares problems: the singular value decomposition (SVD), QR algorithm, numerical stability. Eigenvalue problems: Jordan canonical form and conditioning, Schur factorization, the power method, QR algorithm for eigenvalues. Iterative Methods: construction of Krylov subspace, the conjugate gradient and GMRES methods for linear systems, the Arnoldi and Lanczos method for eigenvalue problems.