MATH 92:564 . Numerical linear ALGEBRA [Mirie]

TEXTBOOK:  Mathews and Fink Prentice Hall

Instructor  Rida Mirie Olney  428D . PHONE:  978-934-Email. Rida_mirie@Uml.edu

Web-page http://faculty.uml.edu/rmirie/92.564 

Office Hours: 5-6 PM Monday .   .[830:9:20 AM MWF] ,[ 11:30-12:20AM MWF]

and by appointment.

(3 exams 1-final + HW 20% each).

Chapters (3, 9, and 11) Review elementary matrices and their properties.  Special matrices such  as symmetric, orthogonal. Inverse using determinants, Operations on matrices. Cayley-Hamilton

LU decompositions and solutions of triangular systems.

 Gauss elimination. Eigen-values and eigen-vectors (diagonalization of symmetric matrices)

Simultaneous diagonalization. Gaussian eliminations, matrix factorizations( LU-decompositions)

 

Eigen-values and Eigen-vectors

Power method, the inverse power method.

QR-factorization

Hesenberg matrices,. The QR algorithm.

Linear least square Problem

Singular value Decomposition(SVD) least square problems.

 

Iterative methods in solving AX=B,  Jacobi, Gauss-Seidel methods.

Basic method convergence, The successive over relaxation (SOR)

The conjugate gradient method.

 

 

Applications :   Gramm-Schmidt  orthogonalization,

Numerical solutions for ordinary differential equations [initial value problems  and BVP].

Numerical solutions of partial differential equations

[heat, wave and laplace]  band matrices and the solution of  linear band systems.