This module cannot be taken in combination with level H clone of this module.

Exclusions

Description

Numerical linear algebra is the language of all scientific computing, particularly for applications arising in mathematical and engineering modelling. This module is aimed at applied mathematicians with an interest in numerical methods and more generally scientific computation. After a review of linear algebra topics and an introduction to matrix theory and computation, the module will discuss in detail methods for linear systems of equations, both direct and iterative, methods for eigenvalue problems and an introduction to fast Fourier transforms. The module will include a programming component; in particular, standard algorithmic concepts will be introduced together with notions of computational complexity and good coding practice.
Applications drawn from applied mathematics (e.g., dynamical systems, ordinary and partial differential equations etc) will be used for illustration purposes. This module will use the computer package Matlab.

Learning Outcomes

By the end of the module students should be able to:

be familiar with a range of common topics from matrix analysis and matrix computations;

be aware of the standard methods employed in Numerical Linear Algebra, including methods for linear systems of equations and for eigenvalue calculation;

be aware of basic algorithmic concepts and be able to implement and manipulate several linear algebra constructs in a computational environment;

be able to formulate several problems of applied mathematics as numerical linear algebra tasks.

Assessment

27689-01 : Raw Module Mark : Coursework (0%)
27689-02 : Final Module Mark : Coursework (100%)