SF2524 Matrix Computations for Large-scale Systems 7.5 credits

Matrisberäkningar för storskaliga system

In this course we will learn some of the most common numerical techniques and algorithms used to efficiently solve problems  expressed using large matrices.

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Course information

Content and learning outcomes

Course contents *

In this course we will learn some of the most common numerical techniques and algorithms used to efficiently solve problems expressed using large matrices. We focus on detailed understanding about the performance of these methods when they are applied to large-scale systems and study topics such as convergence, accuracy and efficiency. The course consists of four blocks:

  • Algorithms for large sparse eigenvalue problems
  • Algorithms for large sparse linear systems of equations
  • Algorithms for dense eigenvalue problems
  • Algorithms for matrix functions

Intended learning outcomes *

The general intended objective is to obtain understanding when the algorithms of the course work well and their implementation, justification and analysis. After completing tee course, the student shall be to

  • implement linear algebra algorithms for topics of the blocks of the course;
  • analyze when the algorithms of the course work well and their limitations, by using linear algebra tools;
  • justify or derive methods of the course, using mathematical reasoning and relation to other numerical techniques.

Course Disposition

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Literature and preparations

Specific prerequisites *

  • Completedbasic course in numerical analysis (SF1544, SF1545or equivalent) and
  • Completedbasic course incomputer science (DD1320 or equivalent).

Recommended prerequisites

SF2520 Applied Numerical Methods (or equivalent), can be read in parallel.

Equipment

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Literature

Course literature will be announced at least 4 weeks before course start at course web page.

Examination and completion

If the course is discontinued, students may request to be examined during the following two academic years.

Grading scale *

A, B, C, D, E, FX, F

Examination *

  • LABA - Laboratory, 3.5 credits, Grading scale: P, F
  • TEN1 - Examination, 4.0 credits, Grading scale: A, B, C, D, E, FX, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

Opportunity to complete the requirements via supplementary examination

No information inserted

Opportunity to raise an approved grade via renewed examination

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Examiner

Elias Jarlebring

Ethical approach *

  • All members of a group are responsible for the group's work.
  • In any assessment, every student shall honestly disclose any help received and sources used.
  • In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.

Further information

Course web

Further information about the course can be found on the Course web at the link below. Information on the Course web will later be moved to this site.

Course web SF2524

Offered by

SCI/Mathematics

Main field of study *

Mathematics, Technology

Education cycle *

Second cycle

Add-on studies

No information inserted

Contact

Elias Jarlebring (eliasj@kth.se)