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Summary: Introduction to Numerical Analysis - Math 104B
Summer2011
Monday to Thursday, 12:30-13:35am, Girvetz 1116
Weekly Readings
Sessions 1-6
Study: Sections 6.1, 6.2, 6.5 and 6.6.
Review: Sections 6.3 and 6.4.
Read: Section 6.7.
Objetives:
· Solving linear systems of equations: Gauss elimination.
· Pivoting.
· Matrix Factorization.
· Computational complexity: How computationally expensive are
our algorithms? How do they scale with the number of equations?
· To understand how direct methods can be simplified for special
types of matrices, such as tridiagonal matrices.
· To learn new forms of factorization for special matrices, in particu-
lar, the Choleskii and the LDLT
factorization for positive definite
matrices.
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