DN2222 Tillämpade numeriska metoder, del 2 3,0 hp

• Well-posed and ill-posed problems and conditioning of problems
• Rounding errors and numerical stability
• Linear systems of equations: direct methods, sparse matrices
• Singular value decomposition and its application in data analysis and information retrieval
• Eigenvalue problems: theory, orthogonal transformations, iterative methods
• Iterative methods for large linear systems: stationary iterations, Krylov space methods, preconditioning.

For each algorithm it is studied how it works, how many resources that are used as well as how good accuracy that can be expected in the results.

The overall goal of the course is to give you a deeper understanding of the construction and functioning of modern software for problems. You will be able to select and utilize modern computing routines from a practical problem.

After the course you will be able to

• identify linear algebra computations in a practical problem;
• select appropriate algorithms;
• perform such computations and estimate the computer resources needed;
• judge the quality of the results, and implement special algorithms adapted to the problem at hand.

För fristående kursstuderande krävs 90 högskolepoäng varav 45 högskolepoäng inom matematik eller informationsteknik. Dessutom krävs engelska B eller motsvarande.

Basic numerical analysis, equivalent to DN1212 Numerical Methods and Basic Programmingor
DN1240 Numerical Methods Basic Course II and DN2221 Applied Numerical Methods, part 1. DN2221 is given in period 1 and period 2 so it is ok if you have started that course but not yet finished it.

James W. Demmel: Applied Numerical Linear Algebra, SIAM 1997.
Material on current problems and methods distributed at course.

När kurs inte längre ges har student möjlighet att examineras under ytterligare två läsår.

• LAB1 - Laborationer, 3,0 hp, betygsskala: A, B, C, D, E, FX, F

Examinator beslutar, baserat på rekommendation från KTH:s handläggare av stöd till studenter med funktionsnedsättning, om eventuell anpassad examination för studenter med dokumenterad, varaktig funktionsnedsättning.

Examinator får medge annan examinationsform vid omexamination av enstaka studenter.

I denna kurs tillämpas skolans hederskodex, se: http://www.kth.se/csc/student/hederskodex.

Lab reports and written quiz (LAB1; 3 hp)

Christina Marianne Carlsund Levin

• Vid grupparbete har alla i gruppen ansvar för gruppens arbete.
• Vid examination ska varje student ärligt redovisa hjälp som erhållits och källor som använts.
• Vid muntlig examination ska varje student kunna redogöra för hela uppgiften och hela lösningen.