C6.1 Numerical Linear Algebra

Lecturer: Prof Andy Wathen

Since this course forms parts of several different degree courses
the set problems are on 7 separate Problem Sheets.

For the students on the Mathematical Modelling and Scientific Computing
MSc, these sheets are one a week for the problem classes held in
weeks 2,3,...,8.

For the OMMS and Part C undergraduate students:
  Problem sheet 1 is for the first class in week 2/3
  Problem sheets 2 and 3 are for the 2nd class 
  Problem sheets 4 and 5 are for the 3rd class 
  Problem sheets 6 and 7 are for the class in week 1 of Hilary term

Regarding the material for the course and the suggested books, I have
not directly followed any of them (though heavily use my own book
in parts), but the following gives an idea of the useful places to look:

Trefethen and Bau (parts I and II), Demmel (more detail: parts 1,2 and
3) and Golub and Van Loan (parts 2,3 and 5) all cover
the material of the first 4 lectures.

Demmel part 6, in particular parts 6.3, 6.4 and 6.5 is very good on
the material of lectures 5 and 6

Demmel part 6.9 and Elman et al part 2.5 cover the material of
lectures 7 and 8

Golub and Van Loan part 10.1.5 and Demmel part 6.5.6 cover the
material of lectures 9 and 10

All or the suggested book cover the material of chapter 11 and 12:
see Krylov Subspace Methods: GMRES

The material of lectures 13 and 14 is again covered by all of the
books: Krylov Subspace Methods: Conjugate Gradients

Whilst the more advanced (and open-ended) material of lectures 15 and
16 is best covered by Elman et al, part 2.2

                                                  Andy Wathen