TMA4205 Numerical Linear Algebra, H2011

• "Spørretime" (Questions regarding the exam): Thursday 08.12 at 15:15–16:00 in room 1329, Central building 2.

Permitted aids: Code C: Approved calculator, and the following printed/hand written aids are allowed:

• Y. Saad, Iterative Methods for Sparse Linear Systems, 2nd edition.
• Trefethen and Bau, Numerical linear algebra.
• Golub and van Loan, Matrix Computations.
• Own lecture notes from the course.

• Lecturer Trond Kvamsdal, 629 Sentralbygg 2, Phone (735)92972, email: trondkv(at)math.ntnu.no
• General information see here
• Schedule (prelim) Lectures Mondays 10:15-12:00 (F2) and Tuesdays 08:15-10:00 (F3), Assignments Wednesdays 14:15-15:00 (F2). See also here
• First lecture August 22, first exercise class Aug 31
• Teaching assistant Håkon Marthinsen, 1342 Sentralbygg 2, phone (735) 93527 email: Hakon.Marthinsen(at)math.ntnu.no

Of the reading material listed below, you should buy the book by Saad, but not necessarily any of the other ones.

• Y. Saad: Iterative Methods for Sparse Linear Systems. 2nd ed. SIAM, 2003. (main text)
• L.N. Trefethen and D. Bau: Numerical Linear Algebra, SIAM, 1997.
• J.W. Demmel, Applied Numerical Linear Algebra, SIAM, 1997 .
• G. Golub and C. Van Loan: Matrix Computations.3rd ed, The Johns Hopkins University Press, 1996.
• W. L. Briggs, V.E. Henson, S.F. Mc Cormick: A multigrid tutorial, SIAM, 2000.

• Assignment no 1 [nor] [eng]
• Assignment no 2 [nor] [eng]
• Assignment no 3 (Mandatory, due 30.09) [eng]
• Assignment no 4 [nor] [eng]
• Assignment no 5 [nor] [eng]
• Assignment no 6 (Mandatory, due 02.12, 12:00) [eng]
• Assignment no 7 [nor] [eng]

• Solution no 1 [nor]
• Solution no 2 [eng]
• Solution no 4 [nor],[eng]
• Solution no 5 [nor],[eng]

• [poisson1.m]
• [poisson2.m]
• [arnoldi_gs.m]

• Saad: 1.1-1.12, 2.2, 4.1, 4.2.1-4.2.4, 5.1-5.3, 6.1-6.11, 9.1-9.3, 10.1-10.2, 13.1-13.5, 14.-14.3
• Trefethen and Bau: Lectures 4, 5, 10, 24, 25, 26, 27, 28, 29
• Golub & Van Loan: 2.5
• Rønquist: Note on The Poisson problem in <jsm>\mathbb{R}^2</jsm>: diagonalization methods. (See Notes)

• A overview talk about linear algebra and the Poisson equation [pdf]
• A note about the eigenvalues of tridiagonal Toeplitz matrices [pdf]

• 2006 [eng] [nor][sol]
• 2008 [eng] [nor][eng sol][nor sol]
• 2009 [eng] [nor][eng sol]
• 2010 [eng] [nor][eng sol] [nor sol]

• NN1, xyz(at)stud.ntnu.no
• NN2, abc(at)stud.ntnu.no