MATH581 NUMERICAL ANALYSIS I
| Course Code: |
2360581 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
8.0 |
| Department: |
Mathematics |
| Language of Instruction: |
English |
| Level of Study: |
Graduate |
| Course Coordinator: |
Assoc.Prof.Dr. BAVER OKUTMUÞTUR |
| Offered Semester: |
Fall Semesters. |
Course Content
Error analysis. Solutions of linear systems: LU factorization and Gaussian elimination, QR factorization, condition numbers and numerical stability, computational cost. Least squares problems: the singular value decomposition (SVD), QR algorithm, numerical stability. Eigenvalue problems: Jordan canonical form and conditioning, Schur factorization, the power method, QR algorithm for eigenvalues. Iterative Methods: construction of Krylov subspace, the conjugate gradient and GMRES methods for linear systems, the Arnoldi and Lanczos method for eigenvalue problems.
