UNIVERSITETET I LINKÖPING
Matematiska Institutionen
Numerisk analys
October 2004
Eigenvalue problems for dense and sparse matrices, 5-6 points, Spring 2006
Teacher: Lars Eldén, tel 28 2183. E-mail: laeld
-at- mai.liu.se
The course will be based on the book
G. W. Stewart, Matrix Algorithms Volume II: Eigensystems, SIAM, 2001
Lectures
Preliminary schedule:
- Ch. 1: Eigensystems, norms, perturbation theory
- Ch. 2: QR algorithm 1
- Ch. 2: QR algorithm 2
- Ch. 2: QR algorithm 3
- Ch. 3: The symmetric eigenvalue problem
- Ch. 3: SVD
- Ch. 3: The generalized eigenvalue problem
- Ch. 4: Eigenspaces
- Ch. 4: Krylov subspaces, Rayleigh-Ritz
- Ch. 5: Arnoldi
- Ch. 5: Lanczos
- Ch. 6: Subspace iteration, Newton-based methods
Computer Assignments
Lars Eldén
February 2006