Computational Linear Algebra

This module won't be offered in Winterterm 2025/26.

This course centers around the theory of linear algebra as a basis for the implementation and application of numerical methods. It consists of a lecture which teaches the theoretical part and an exercise which focuses on the related computational aspects and implementation. Additionally, exercise sheets tackling the more theoretical aspects are handed out on a weekly basis.

Content of the Lecture

• Basics of linear algebra (matrices, vectors, norms, condition number, fixed-point theorem)
• Direct methods (Gaussian elimination, Cholesky decomposition, ...)
• Iterative methods (Jacobi, Gauss-Seidel, ...)
• Multi-grid method
• Preconditioning

Material

• Material for the lecture and exercises can be found on moodle