Computational Linear Algebra
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
Dates
Kick-off Zoom meeting ?
Lecture: Videos uploaded in Moodle
Exercise: Tuesday (starting 10.11.20), 09:45-11:15, Zoom
Contact
Name | M.Sc. Lisa Hug | Stefan Kollmannsberger |
Room | 3161 | 3165 |
Consult. time | by arrangement | by arrangement |