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Advanced Instructional School on Numerical Linear Algebra is being organised in Guwahati
during the December 2010 and is funded by NBHM.
Speakers and Syllabus
Speakers
- Professor Balmohan V. Limaye, Department of Mathematics, IIT Bombay.
- Professor Rekha P. Kulkarni, Department of Mathematics, IIT Bombay.
- Professor S. H. Kulkarni, Department of Mathematics, IIT Madras.
- Professor Daniel Kressner, ETH Zurich, Switzerland.
- Professor Madhu N. Belur, IIT Bombay.
- Professor Harish. K. Pillai, IIT Bombay.
- Dr. Shreemayee Bora, Department of Mathematics, I.I.T. Guwahati.
- Professor Rafikul Alam, Department of Mathematics, I.I.T. Guwahati
- Unity of Mathematics Lectures:
1. Professor R. Bapat, ISI Delhi.
2. Professor S. D. Agashe, IIT Bombay
Syllabus
- Overview of matrix computations. Floating point arithmetic. Analysis of round-off
errors.
- Solution of linear systems. Sensitivity and perturbation analysis. Gaussian elimination
with partial pivoting, Cholesky factorization, and their stability.
- Singular Value Decomposition (SVD).
- QR factorization. Householder triangulation. Solution of least squares problems by QR
method and SVD. Sensitivity analysis.
- Eigenvalue problems. Sensitivity and perturbation analysis. Power, inverse power,
Rayleigh quotient and subspace iterations. QR algorithm with shifts and its convergence.
Other eigenvalue algorithms.
- Pseudospectra of matrices; their analysis and applications.
- Numerical functional analysis. Approximation by finite rank operators.
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