Numerical Linear Algebra and Optimization

An online course run in Autumn 2007 by the new Taught Course Centre connecting Oxford, Bath, Bristol, Imperial, and Warwick.

L N Trefethen: Classic numerical linear algebra (6 lectures)
R Hauser: Optimization (6 lectures)
A J Wathen: Krylov subspace iterations and preconditioners (6 lectures)

Textbook for first 6 lectures
Trefethen & Bau, Numerical Linear Algebra, SIAM, 1997 (ps, pdf)

Assessment
Will be by assignments marked at Oxford. Assignment 1 should be delivered to Prof. Trefethen at Oxford U. Computing Lab by Dec. 1: solutions to Trefethen & Bau exercises 1.1, 4.2, 5.4, 6.4, 7.3, 10.4, 20.1, 23.1, 25.3, 28.2. These are written exercises. Students wishing to be eligible for Distinction in the course should also submit solutions to the programming problems 9.3 and 29.1.

Lecture Notes
Lecture 1 is not available.
Lecture 2
Lecture 3
Lecture 4
Lecture 5
Lecture 6



MT 2007
Prof L N Trefethen