Numerical Linear Algebra


Introduction. Matrix decompositions. Conditioning and stability. Floating point arithmetic. Error analysis.
Systems of equations. Gaussian elimination with pivoting strategies. Cholesky factorization. Stability analysis. Large systems of equations. Sparse matrix techniques. Iterative methods based on Krylov subspaces: Conjugate Gradients, GMRES, Biorthogonalization methods (BiCG and BICGstab). Convergence and spectral properties. Preconditioning.
Eigenvalues. Reduction to Hessenberg or tridiagonal forms. Rayleigh quotient and inverse iteration. QR algorithm. Lanczos iteration (symmetric case) and Arnoldi iteration (non symmetric case).

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Defended Theses

  • Some aspects of descent theory and applications
      Rui Rodrigues de Abreu Fernandes Prezado (January 2024)
      Maria Manuel Clementino
      Fernando Lucatelli Nunes
  • Comparability between different systems: star-shaped and convex transform orders
      Beatriz Ferreira Santos (December 2023)
      Paulo Eduardo Oliveira
      Idir Arab
  • On Lax Idempotent Monads in Topology
      Carlos Miguel Alves Fitas (December 2023)
      Maria Manuel Clementino
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