Academic Catalog

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: Assist.Prof.Dr BAVER OKUTMUTUR
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.