Positive definite matrices, Schur complements, and generalized eigenvalue problems 5. Basic iterative methods and their rates of convergence 10. Estimates of eigenvalues and condition numbers for preconditioned matrices 11. Conjugate gradient and Lanczos-Type methods 12. Generalized conjugate gradient methods 13.
Tests are take home.
Extra credit will be given for problems solved on board in the class. Preliminary grades will be distributed during the semester. Create a personal home page and report by email. Due Jan 28. Homework 2 .