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# Details for Course FMNN01F Numerical Linear Algebra

General
• FMNN01F
• Temporary
Course Name
• Numerical Linear Algebra
Course Extent
• 7.5
Type of Instruction
• Course given jointly for second and third cycle
• 7154 (Centre of Mathematical Sciences / Numerical Analysis)
• 2023-10-26
• Maria Sandsten

## Current Established Course Syllabus

General
Aim
• The aim of the course is to make the postgraduate student familiar with concepts and methods from numerical linear algebra. In general there are ready-made program libraries available but it is important to be able to recognize types of input which may cause problems for the most common methods.
Contents
• Norms.
Singular value decomposition and numerical rank.
QR factorization, the Gram-Schmidt process and Householder matrices.
Least squares problems and pseudoinverses.
Linear systems of equations and condition numbers.
Positive definite matrices and Cholesky factorization.
Numeric determination of eigenvalues.
Knowledge and Understanding
• For a passing grade the doctoral student must
• have demonstrated substantially better and more useful knowledge of numerical linear algebra than students who only have completed a regular basic course in scientific computing or linear algebra.
Competences and Skills
• For a passing grade the doctoral student must
• be able to implement algorithms for numerical linear algebra algorithms as computer code and to use them to solve applied problems.
Judgement and Approach
• For a passing grade the doctoral student must
• write logically well-structured reports, in adequate terminology, on weekly homework dealing with the construction and application of advanced algorithms in linear algebra.
Types of Instruction
• Lectures
• Voluntary assignments are given during the course. Feedback is given to those who hand in solutions.
Examination Formats
• Oral exam
• Failed, pass
Assumed Prior Knowledge
• Calculus in several variables. Linear algebra including eigenvalues/vectors. Programming in Matlab or Python.
Selection Criteria
Literature
• Trefethen, Lloyd N. & David Bau, I.: Numerical Linear Algebra. SIAM, 1997. ISBN 9780898713619.
Further Information
Course code
• FMNN01F
• 2023-10-26
• Maria Sandsten

## All Established Course Syllabi

1 course syllabus.

Valid from First hand in Second hand in Established
Spring 2023 2023‑10‑24 16:52:33 2023‑10‑24 18:03:11 2023‑10‑26

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