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0366-3097-01 Numerical Analysis II

Spring Semester 2012
Undergraduate and Graduate Course

BOOKS

Matrix Computations by Gene Golub and Charles van Loan (3rd edition)

Numerical Linear Algebra by Lloyd Trefethen and David Bau

Fundamentals of Matrix Computations (2nd edition) by David Watkins

Numerical Methods in Scientific Computing by Germund Dahlquist and Ake Bjorck volume 1

Functions of Matrices: Theory and Computations by Nicholas J. Higham

Numerical Linear Algebra by Gregoire Allaire and Sidi Mahmoud Kaber

Numerical Analysis Using MATLAB by John Matthews and Kurtis Fink

Afternotes on Numerical Analysis by G.W. Stewart

Iterative Methods for Sparse Linear Systems (2nd edition) by Yousef Saad

Numerical Methods for Ordinary Differential Equations by J.D. Lambert

Numerical Solution of Ordinary Differential Equations by Lawrence Shampine

Time and Place:
Wednesday 14:00-17:00 Physics Shenkar bldg., room 105.


  • MATLAB Linear Algebra

    • Course outline

    1. Review of basic vector analysis
    2. SVD
    3. QR and least squares
    4. Eigenvalues
    5. Schur Decomposition
    6. Polar Decomposition
    7. Conjugate Gradient and Krylov Spaces
    8. Numerical Methods for ODEs: initial and boundary value problems
  • SVD