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Numerical linear algebra 2

Type of study Bachelor
Language of instruction Czech
Code 470-2211/03
Abbreviation NLA2
Course title Numerical linear algebra 2
Credits 3
Coordinating department Department of Applied Mathematics
Course coordinator Ing. Jakub Kružík, Ph.D.

Subject syllabus

Outline:
1. Floating-point arithmetic
2. Stability of numerical algorithms
3. Introduction to MPI
4. Introduction to parallel numerical libraries PETSc and SLEPc
5. Eigenvalues and eigenvectors in applications
6. Singular value decomposition and its applications
7. Orthogonalization and orthogonal bases
8. Direct solvers for systems of linear equations
9. Iterative solvers for systems of linear equations

E-learning

Consultation online and electronic study materials at https://github.com/jkruzik/nla2

Literature

G. Strang, Linear Algebra and Its Applications, 4th. Cengage Learning, 2006.
PETSc Users Manual, https://petsc.org/release/manual/

Advised literature

N. J. Higham, Accuracy and Stability of Numerical Algorithms, 2nd. Society for Industrial and Applied Mathematics, 2002.
G. H. Golub, C. F. Van Loan, Matrix computations, 4th. Johns Hopkins University Press, 2013.