Тематический план
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Teams for MSD group Опрос
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Teams for CM group Опрос
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Classroom examples for MSD group Папка
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Classroom examples for CM group Папка
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- Lecture 1. Fundamentals of Linear Algebra. Introduction of elementary notation
- Lecture 2. Types and structures of square matrices. Vector and matrix norms
- Lecture 3. Subspace, range and kernel. Existence of solution. Orthogonality, Gram-Schmidt process and QR-factorization
- Lecture 4. Matrix factorizations (QR, LU, Cholesky)
- Lecture 5. Multiplicities of eigenvalues. Canonical forms of matrices. Diagonal form, jordan form, schur form, singular value decomposition (svd), relation between schur and svd
- Lecture 6. Positive definite matrices. Normal and Hermitian matrices. Powers of matrices. Perturbation analysis. Errors and costs
- Lecture 7. Graph representations of sparse matrices. Permutations and reordering
- Lecture 8. Storage schemes for sparse matrices. Discretization of partial differential equations: overview of methods
- Lecture 9. Discretization of partial differential equations: finite difference method
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Practical assignment 1. Getting started with Matlab for MSD group (dealine March 21) Задание
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Practical assignment 1. Getting started with Matlab for CM group (dealine March 21) Задание
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Practical assignment 2. Matrix fundamentals: types and structures for MSD group (dealine March 28) Задание
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Practical assignment 2. Matrix fundamentals: types and structures for CM group (dealine March 28) Задание
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Practical assignment 3. Vector and matrix norms. Existence of solution for MSD group (dealine Arpil 8) Задание
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Practical assignment 3. Vector and matrix norms. Existence of solution for CM group (dealine Arpil 8) Задание
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Practical assignment 4. Gram-Schmidt and QR-factorization for MSD group (dealine Arpil 15) Задание
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Practical assignment 4. Gram-Schmidt and QR-factorization for CM group (deadline April 15) Задание
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Practical assignment 5. Eigenvalues multiplicities, matrix factorizations, LU- and Cholesky factorizations
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Practical assignment 5. Eigenvalues multiplicities, matrix factorizations, solving linear systems using LU-factorization for MSD group (deadline April 22) Задание
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Practical assignment 5. Eigenvalues multiplicities, matrix factorizations, solving linear systems using LU- and Cholesky factorizations for linear systems for CM group (deadline April 22) Задание
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Practical assignment 6. Normal, hermitian and positive definite matrices for MSD group (deadline May 6) Задание
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Practical assignment 6. Normal, hermitian and positive definite matrices for CM group (deadline May 6) Задание
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Practical assignment 7. Condition number, permutation and reordering, sparse formats for MSD group (deadline May 13) Задание
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Practical assignment 7. Condition number, permutation and reordering, sparse formats for CM group (deadline May 13) Задание
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Module 2. Direct and iterative methods. Krylov subspace methods for sparse linear systems and preconditioning techniques
- Lecture 10. Discretization of PDE: overview of FEM. Direct and iterative methods for sparse linear systems: comparison. General formulation of iterative methods and convergence criterion