Computational Linear Algebra
This module is now offered by the chair of structural analysis. Please contact Andreas Apostolatos or Ann-Kathrin Goldbach in case of any questions.
This course centers around the theory of linear algebra as a basis for the implementation and application of numerical methods. It consists of a lecture which teaches the theoretical part and an exercise which focuses on the related computational aspects and implementation. Additionally, exercise sheets tackling the more theoretical aspects are handed out on a weekly basis.
Content of the Lecture
- Basics of linear algebra (matrices, vectors, norms, condition number, fixed-point theorem)
- Direct methods (Gaussian elimination, Cholesky decomposition, ...)
- Iterative methods (Jacobi, Gauss-Seidel, ...)
- Multi-grid method
- Preconditioning
Material
- Material for the lecture and exercises can be found on moodle