031051S Numerical Matrix Analysis (5 cr)
Cooperation network course
Network: Cross-institutional studies in advanced courses in mathematics and statistics
This course is offered through the Network for Advanced Studies in Mathematics. These studies are available for the following degree students:
- Bachelor's Degree Programme in Mathematics
- Master's Degree Programme in Mathematics
- Bachelor's Degree Programme in Mathematics (Subject Teacher)
- Master's Degree Programme in Mathematics (Subject Teacher)
- Bachelor's Degree Programme in Mathematics, Chemistry or Physics Subject Teacher Education and Primary Teacher Education (Specialication in Mathematics)
- Master's Degree Programme in Mathematics, Chemistry or Physics Subject Teacher Education and Primary Teacher Education (Specialication in Mathematics)
- Doctoral Programme in Mathematics and Statistics
- Doctoral Programme in Mathematics and Science (Specialication in Mathematics)
Description
Theory of matrix decompositions, SVD-decomposition, partially pivoted LU-decomposition, QR-decomposition, Schur-decomposition, FFT, eigenvalue- and generalized eigenvalue problems, matrix functions, GMRES, MINRES, Preconditioning.
Learning outcomes
After completing the course the student knows the most efficient and numerically reliable methods to solve the basic problems in linear algebra. He/she knows the basic matrix factorizations and their approximations. The student has the capability to solve very large and sparse problems with the iterative solutions methods and understands the significance of preconditioning.
Additional information
Language of instruction
English primarily.
Timing
Fall semester, period 1.
Description of prerequisites
Prerequisites
Calculus I and II, a course on Differential Equations and a Course on Linear Algebra and basic Numerical analysis.