"Numerical Linear Algebra" Course 2006/2007 (course number 151115)

This is a supplementary website for the MSc course "Numerical Linear Algebra" of the Dutch Master Program in Mathematics.

Links to some of the books used in the course:

1.  Van der Vorst, Henk A. Iterative Krylov Methods for Large Linear systems, Cambridge University Press, Cambridge, April 2003, ISBN: 0521818281. By courtesy of Henk van der Vorst, his "Lecture Notes on Iterative Methods" (May 24, 2002) are available: pdf-files: part 1, part 2, part 3. gzipped ps-files: part 1, part 2, part 3.
2.  Van der Vorst, Henk A. Computational Methods for Large Eigenvalue Problems, Lecture Notes, October 2000: pdf-files, gzipped ps-files.
3.  Barrett, Richard; Berry, Michael; Chan, Tony F.; et al. Templates for the solution of linear systems: building blocks for iterative methods. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 1994. xiv+112 pp. ISBN: 0-89871-328-5: html, postscript.
   
4. Templates for the solution of algebraic eigenvalue problems. A practical guide. Edited by Zhaojun Bai, James Demmel, Jack Dongarra, Axel Ruhe and Henk van der Vorst. Software, Environments, and Tools. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2000. xxx+410 pp. ISBN: 0-89871-471-0: html
   

Class meeting 9 (November 6, 2006):
lecture notes,
Matlab scripts fomgmres1.m, fomgmres2.m,
quiz (6307): html, pdf.

Class meeting 10 (November 13, 2006):
lecture notes,
Assessment 2,
files for Assessment 2: all together (gzipped tar), all separately,
quiz (6308): html, pdf.

Class meeting 11 (November 20, 2006):
lecture of Fred Wubs,
lecture slides,
quiz (6309): html, pdf.

Class meeting 12 (November 27, 2006):
summary of the lecture and exercises,
lecture notes of Henk van der Vorst: pdf-files, gzipped ps-files,
Assessment 3,
quiz (6310): html, pdf,
preparation for T3: make the exercises provided in the lecture notes, try to answer the quiz questions (6307, 6308, 6309, 6310), see problems of an old test.

Preparation for the final test of December 11, 2006:
final test from the previous year,
solutions for the final test from the previous year,

Important dates: html, pdf.