Prof. Yair Glasner

Time and Place:

  • יום א 14:00 - 12:00 in גולדברגר [28] חדר 106
  • יום ה 12:00 - 10:00 in מנדל [14] חדר 115

Course topics

  1. Preliminaries: floating point arithmetic, round-off errors and stability. Matrix norms and the condition number of a matrix.
  2. Introduction to numerical solutions for ODE’s:initial value problems, Euler’s method, introduction to multistep methods. Boundary value problems.
  3. Numerical solution of linear equations: Gauss elimination with pivoting, LU decomposition. Iterative techniques: Jacobi, Gauss-Seidel, conjugate gradient. Least squares approximation.
  4. Numerical methods for finding eigenvalues: Gershgorin circles. The power method. Stability considerations in Gram-Schmidt: Hausholder reflections and Givens rotations. Hessenberg and tridiagonal forms. QR decomposition and the QR algorithm.

University course catalogue: 201.1.0121