Contents

  • 02.11.2006.
    Chapter 1. Notation and Matrix Manipulation
    • 1.1. Matrices
    • 1.2. Vectors
    • 1.3. Partitioning Matrices and Vectors

    Chapter 2. Matrix Analysis

    • 2.1. Basic Linear Algebra
    • 2.2. Basis, Nullspace, Rank
    • 2.3. Matrix Inverse
    • 2.4. Determinant
    • 2.5. Vector Norms
    • 2.6. Absolute/Relative Errors
    • 2.7. Convergence
    • 2.8. Matrix norms

  • 09.11.2006
    • 2.9. Some Matrix Norm Properties
    • 2.10. The Matrix 2-Norm
    • 2.11. Perturbations and the Inverse

    Chapter 3. Finite Precision Matrix Computations

    • 3.1. Floating Point Numbers
    • 3.2 A Model of Flotaing Point Arithmetic

  • 16.11.2006
    • 3.3. Cancellation
    • 3.4. Condition of Linear Systems

    Chapter 4. General Linear Systems

    • 4.1. Triangular Systems

  • 23.11.2006
    Chapter 4. General Linear Systems
    • 4.2. Elementary Gaussian Transformation
    • 4.3. Reduction to Triangular Form
    • 4.4. Solving a Linear System
    • 4.5. Roundoff Analysis

  • 30.11.2006
    Chapter 4. General Linear Systems
    • 4.6. Pivoting

    Chapter 5. Sparse Linear Systems

    • 5.1. Banded matrices
    • 5.2. Sparse Matrices

  • 07.12.2006
    Chapter 5. Sparse Linear Systems
    • 5.2. Sparse Matrices
    • 5.3. A Simple Sparse LU Decomposition Approach

  • 14.12.2006
    Chapter 5. Sparse Linear Systems
  • 21.12.2006
    Chapter 5. Sparse Linear Systems
    • 5.5. Symmetric Reordering Techniques
      • 5.5.1 Reverse Cuthill-McKee Reordering (contd.)
      • 5.5.2 Minimum Degree Reordering
        MATLAB Demo
      • 5.5.3 Multilevel Nested Dissection

  • 11.01.2007
    Chapter 6. Modern Sparse Elimination Methods
    • 6.1. The Elimination Tree

  • 18.01.2007
    Chapter 6. Modern Sparse Elimination Methods
    • 6.1. The Elimination Tree (contd)
    • 6.2. Supernodes
    • 6.3. Software and Applications

    MATLAB Demo, unsymmetric case, MATLAB Demo, symmetric case

  • 25.01.2007
    Chapter 7. Incomplete Factorizations
    • 7.1. Discretization of PDEs
    • 7.2. ILUs

  • 01.02.2007
    Chapter 8. Iterative Methods
    • 8.1. Basic Iterative Methods
    • 8.2. Conjugate gradients

    MATLAB Demo on iterative methods (Jacobi, Gauss-Seidel, ILU, steepest descent), sample matrix

  • 08.02.2007
    Chapter 8. Iterative Methods
    • 8.2. Conjguate gradients (contd.)

    MATLAB Demo on iterative methods (cg, cg precd. by ILU)
    Chapter 9. Multigrid Methods

    • 9.1. Failure of Standard Methods
    • 9.2. Smoothing Analysis
    • 9.3. Multigrid Construction

  • 15.02.2007. Written exam