School of Mathematics
School of Mathematics
MA3468 - Numerical linear algebra
2011-12 (JS & SS Mathematics
SS TSM Mathematics
)
Lecturer: Dr. C. Ó Dúnlaing
Requirements/prerequisites:
Duration: 11 weeks
Number of lectures per week: 3 including tutorials
Assessment: 10% coursework and 90% exam.
ECTS credits: 5
End-of-year Examination: This module will be examined jointly with MA3467
in a 3-hour examination in Trinity term,
except that those taking just one of the
two modules will have a 2 hour examination.
However there will be separate results for MA3468 and MA3467.
Description:
Please note that this is a rough outline of the topics planned, which
will become more well-defined closer to the start of the module.
- Strassen's fast matrix multiplication method.
Webb Miller's analysis of accuracy and speed.
(Interesting: apparently Strassen's algorithm
is fast but unstable).
- IEEE standard.
- Gaussian elimination without pivoting, exhibiting
potential inaccuracy.
- LU matrix decomposition.
- SVD matrix decomposition.
- Algorithms to diagonalise matrices (eigenvalues)
- Dantzig's simplex method for Linear Programming
- Karmakar's interior search method for same
Aug 8, 2011
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On 8 Aug 2011, 17:22.