Doelstellingen

This course consists in a first numerical approach of the Linear Algebra I course. Direct and iterative methods are introduced by means of handwritten algorithms and numerical implementations using Matlab software. Systems of linear equations, eigenvalues and singular values, linear least-squares problem and linear optimization are studied.

Inhoudsopgave

Chap 1: Systems of linear equations - Chap 2: Eigenvalues and singular values - Chap 3: Linear least-squares problem - Chap 4: Linear optimization.

Evaluatiemethode

Written exam (3h, 50% theory - 50% exercises, if one of the two marks is lower than 7/20 only this mark will be taken into account). Group work accounts for 20% of the final mark.

Bronnen, referenties en ondersteunend materiaal

Syllabus.

Reference books:

  • Carl D. Meyer, Matrix analysis and applied linear algebra, SIAM, 2000;
  • David C. Lay, Algèbre linéaire et applications, 4e édition, Pearson, 2012;
  • Igor Griva, Stephen G. Nash, Ariela Sofer, Linear and non linear optimization, SIAM, 2009.

 

Taal van de instructie

French