NUMERICAL ANALYSIS
- Overview
- Assessment methods
- Learning objectives
- Contents
- Bibliography
- Teaching methods
- Contacts/Info
Programming, Comput. Math., Linear Algebra, Calculus.
Written and oral exam
Analysis of algorithms and of their complexity and numerical stability
Training in the direction of constructive proofs and of an algorithmic vision of mathematics
Matrix theory. Unitary, Hermitian, positive definite, normal matrices.
Normal forms: Schur, Jordan
Spectral characterization of unitary, Hermitian, positive definite, normal matrices via the Schur form
Eigenvalues: localization (Theorems by Gerschgorin I, II, III)
Vector norms, matrix norms, induced norms (relation between spectral radius and induced norms)
Theorem of topological equivalence in finite-dimensional vector spaces
Elementary matrices (spectral analysis, inverse): Gauss, Householder
Numerical solution of linear systems: coefficient matrices in special form (unitary, triangular etc)
Conditioning and the problem and stability of the algorithms
Numerical solution of linear systems: Gaussian elimination, pivoting, QR factorization
Choleski algorithm for positive definite matrices
Shermann-Morrison-Woodbury formula (updating efficient techniques)
Numerical stability of the direct algorithms
Iterative methods: general theory, Jacobi and Gauss-Seidel (methods and convergence analysis)
Evaluation of a polynomial at a point. Interpolation. Vandermonde Matrix
“Metodi Numerici per l’Algebra Lineare”, by D. Bini, M. Capovani, O. Menchi, Zanichelli
“Metodi Numerici ”, by R. Bevilacqua, D. Bini, M. Capovani, O. Menchi, Zanichelli
Notes by the Professor
Classroom teaching; practical exercises (on blackboard)
for meeting with students please use email: stefano.serrac@uninsubria.it