MATH 6664 and C SC 5646: Numerical Linear Algebra
Spring 1997. University of Colorado at Denver


HOURS: TR 5:30-6:45 pm, CN 223

INSTRUCTOR:
Prof. Andrew Knyazev
Office: CU (Dravo) 644. Phone: 556-8102.
Office hours: Wed 3pm - 6pm (or by appointment)
WWW: http://www-math.cudenver.edu/~aknyazev
Email: aknyazev@math.cudenver.edu

TEXTBOOK:
Iterative Solution Methods. Owe Axelsson. Cambridge University Press, 1994.

Final Project:

Write a Matlab program of the Chebyshev iterative method, (5.25),(5.29) pp. 179-181. Fix some value of the polynomial degree p and execute the Chebyshev iterative method in a cycle. Test the program. Use the system
diag(1,2,...,100) x = b
with b = (1,1,...,1) and the initial approximation (1,1,...,1) as a standard test. Use 1 and 100 as bounds for eigenvalues in this example. Try different values of p. Check if you have any numerical instability, see Remark 5.11 on p.182. If you experience instability, try to find an appropriate ordering. Write a report and put it on the Web along with the program.

Due May 6. No need to report.

Sample reports by Tim and Dave.

Students can communicate with each other and the teacher using the WWW page for comments.