Advanced Numerical Analysis

1. General considerations on matrices
Matrices:definitions and properties; norm of matrices
The condition number of a matrix
Sparse matrices and sparse formats (sparsity, structure, functionals)
The role of the PDE discretization (e.g., parameter dependence)

2.a Direct methods for general linear systems
Factorizations: definitions and properties
Factorization algorithms
Cost and numerical stability

2.b Direct methods for sparse linear systems
Factorizations of banded matrices
Ordering strategies to minimize the fill-in of a matrix
Solution of sparse triangular systems
Sparse matrices in Matlab: memorization and handling 
Predefined functions for the direct solution of systems

3. Numerical solution of large-scale linear systems
Krylov subspace methods (CG, MINRES, GMRES, IDR family)
Structured problems
Preconditioning
Algebraic multigrid methods (hints)
Numerical experiments with Matlab and the IFISS package

4. Numerical solution of eigenvalue problems
Standard and generalized eigenproblems
Typical numerical methods
Equation of motion in structural dynamics: quadratic eigenproblems

Percorso: 
10009
Ore: 
20