Numerical Analysis: Linear Algebra

CS 383C / CAM 383C / M 383E

Course Announcement

Fall 1999
T-Th 9:30-11am
Taylor Hall 3.144

Professor: Inderjit Dhillon (send email)
Office: Taylor Hall 5.148
Office Hours: Tue 11am-noon

TA: Ken Harker (send email)
Office Hours: Thurs 1-2pm in Basement of Taylor Hall

Textbook

  • Applied Numerical Linear Algebra by James W. Demmel, SIAM, 1997, homepage
  • List of Errata for the Textbook (send me email if you find an error!)
  • Matlab programs from the textbook are available here
  • Good lecture notes are available here

    • Handouts

  • Homework 1, assigned Sept 2, due Sept 14.
  • Homework 2, assigned Sept 16, due Sept 28.
  • Homework 3, assigned Sept 30, due Oct 12.
  • Midterm Exam.
  • What every computer scientist should know about floating-point arithmetic by David Goldberg, ACM Computing Surveys, 1991.

    • Syllabus and Grading

    Other Books

  • Matrix Computations by G. Golub and C. Van Loan, 3rd Ed. Johns Hopkins Press, 1996. Encylopedic book on matrix computations.
  • Fundamentals of Matrix Computations by David Watkins, 1991. Very readable, less rigorous, beginning graduate textbook.
  • Numerical Linear Algebra by L. N. Trefethen and D. Bau, 1997. Readable first-year graduate textbook, with pure mathematical flavor.
  • Algebraic Eigenvalue Problem by J. Wilkinson, 1965. Somewhat dated but excellent book (many regard it as the bible for eigenvalue computations).

    • Class Projects

    Related Courses

  • UC Berkeley's Math 221, Matrix Computations, Fall 1999.
  • MIT's 18.335, Numerical Methods, Fall 1996.