TMA4205 Numerical linear algebra, autumn 2025

The course description can be found here.

Messages

13.12 The grading of the exam is finished. Here is the exam with solution suggestion. The grading scheme can be found on blackboard.
And then I wish you all quiet and relaxing holidays!
18.11 The curriculum of the course is everything listed on the Lecture plan, in addition to the exercises.
17.11 Here is a list of key concepts (updated 18.11)
17.11 The schedule for the presentations will be announced when all the project works are handed in.
13.11 There will be a lecture tomorrow Friday November 14, 12:15-14:00 in Grønnbygget - MA24. Topic SVD
13.11 Ovsys is open.
10.11 The lecture tomorrow (Tuesday 11.11) is moved to Friday 12:15-14:00.
27.09 The project is now announced.
04.09 The second exercise is published, and so are solution suggestions for (most of) exercise 1.
26.08 The Tuesday lectures are moved from 10:15 to 8:15, same room as before.
22.08 The first exercise can be found on the exercise page.
12.08 If you want to follow the course, but there are time table conflicts with other courses you want to follow, please send me an email.
28.07 Welcome to TMA4205 Numerical linear algebra. The first lecture is Tuesday August 19.

Lecturer

Lectures

  • Tuesday 10:15-12:00 08:15-10:00.
  • Wednesday 08:15-10:00 NB! Changed from the official course description.
  • Office hours: Tuesday 11:15-12:00.

All lectures are in room 656 Simastuen, SBII, except Wednesday August 20 where we will be in F3, Gamle fysikk.

Textbook

Main textbook:

  • Y. Saad: Iterative Methods for Sparse Linear Systems. 2nd ed. SIAM, 2003. Available at SIAM.

Additional resources:

  • L. N. Trefethen and D. Bau: Numerical Linear Algebra, SIAM, 1997.
  • G. Golub and C. Van Loan: Matrix Computations. 3rd ed. The Johns Hopkins University Press, 1996. Photocopies of the relevant chapters will be made available on Blackboard.
  • W. L. Briggs, V. E. Henson, S. F. Mc Cormick: A multigrid tutorial, SIAM, 2000. Available online at SIAM.
  • J. W. Demmel: Applied Numerical Linear Algebra, SIAM, 1997. Available online at SIAM.

Evaluation

The final grade is based on project work (30%) and a written exam (70%).
All partial evaluations must be passed in order to receive a grade in the course.

Permitted examination aids: Only the approved calculator.

Exam date and time.

2026-01-12, Anne Kværnø