TMA4205 Numerical Linear Algebra, Autumn 2012


  • Check this page regularly for subsequent information about the course.
  • Evaluation would comprise two obligatory assignments (30%) and a final written examination (70%).
  • Exercises will be posted on this page every one to two weeks. Solutions for each exercise will also be posted the following week.

Examination code C

  • Y. Saad, Iterative Methods for Sparse Linear Systems, 2nd ed.
  • Trefethen and Bau, Numerical linear algebra or Notes from the same book
  • Golub and Van Loan, Matrix Computations or Notes from the same book
  • Own lecture notes from the course including handouts from course.
  • Suggested solutions [pdf] for the semester exams [pdf].

Course information

  • Lecturer: Bawfeh Kingsley Kometa, Room 1304, Sentralbygg 2 (SB2). Phone (735)91975, email: kometa(at)
  • General information: see here.
  • First lecture: Wednesday, 22.08.2012, 10:15-12:15 at room G21 (Geology building).
  • Weekly schedule for lectures: Mondays: 08:15-10:00, F3, Gamle Fysikk; Tuesdays: 10:15-12:00, K27/Room 105, Kjemi I.
  • Weekly schedule for assignments: Fridays: 16:15-17:00, F4, Gamle Fysikk.

Reading material

Of the reading materials listed below, I strongly recommend that you 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 [pdf]
  • Assignment no 2 [pdf]
  • Assignment no 3 [pdf] (obligatory: Due date, 05.10.12)
  • Assignment no 4 [pdf]
  • Assignment no 5 [pdf]
  • Assignment no 6 [pdf] (obligatory: Due date, 23.11.12)
  • Assignment no 7 [pdf]


Solutions may appear even before the time when the exercise is supposed to be done. It is however strongly recommended to do the exercise before looking at the solution.

Solutions removed

Matlab files


  • 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

Notes and handouts

  • Introduction: Lecture notes [pdf]
  • Lecture notes: Discretization of the Poisson equation using finite differences [pdf]. See also Saad: 2.2.
  • A note about the eigenvalues of tridiagonal Toeplitz matrices [pdf]
  • Notes on diagonalization methods for the 2D Poisson problem by Einar Rønquist [pdf]

Old exams

2013-07-30, hakonm