Calcul Scientifique

In brief

Code : N6EN04A

Objectives

Understand, know how to evaluate (complexity, efficiency, precision) and use the basic tools of numerical linear algebra.

Description

    Singular value decomposition, pseudo-inverse of a matrix and applications.
    Notions of numerical errors (direct and inverse errors) and conditioning of a matrix.
    Dense matrix factorization for solving linear systems: LU, Cholesky, QR.
    Iterative algorithms for solving linear systems: relaxation methods (Jacobi, Gauss-Seidel), steepest descent and conjugate gradient.
    Algorithms for the search of eigenvalues/vectors : iterated power, Jacobi algorithm.

Targeted skills

Ability to evaluate basic numerical tools for computation and preprocessing of data.

Session 1 ou session unique - Contrôle des connaissances

Modalité	Nature	Coefficient	Remarques
CC (contrôle continu)	Oral/Ecrit	100%	Examen Calcul Scientifique

Session 2 - Contrôle des connaissances

Modalité	Nature	Coefficient	Remarques
CC (contrôle continu)	Oral/Ecrit	100%	Examen Calcul Scientifique

Contact(s)

SIMON EHOUARN