Lecture 2 of Numerical methods for large algebraic systems (wi4010)

• The following subjects are discussed:
  
  
  • Rounding errors
  • Pivotting, iterative refinement
  • Cholesky decomposition, SPD matrix
  • Band matrices, general sparse matrix
    
    
  Corresponding pages in the lecture notes: pages 8-15
  
  
• Historical remarks
  
  
• Exercises 5-10 of page 16 can be made.
  
  
• Additional information
  • Disasters caused by numerical errors