UT Austin CS 383C Home Page: Fall 2002

Numerical Analysis: Linear Algebra

CS 383C / CAM 383C / M 383E

Unique Numbers: 52320(CS) / 62910(CAM) / 57165(Math)

Course Announcement

Fall 2002
MW 2-3:30pm
WAG 214

Professor: Inderjit Dhillon (send email)
Office: ACES 2.332
Office Hours: Wed 4-5pm

TA: Suvrit Sra (send email)
Office Hours: Tue 3:45-5:45pm in Painter Hall(PAI) 5.40

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

Class Survey, Aug 26.

Syllabus

Basics / Linear Equation Solvers (LU factorization, pivoting, norms, floating point arithmetic, perturbation theory, backward error analysis).

The Linear Least Squares Problem (Normal Equations, QR, SVD, Rank-deficient case).

The Symmetric Eigenvalue Problem (Perturbation theory, bisection+inverse iteration, Rayleigh Quotient Iteration, QR Algorithm, Recent advances such as twisted factorizations, Jacobi method).

SVD Computations.

Iterative linear solvers, and sparse eigenvalue solvers.

Grading

40% exams

30% class project

20% homeworks

10% class participation

Class Projects

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, 2nd Ed., 2002. 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).

Related Courses

UC Berkeley's Math 221, Matrix Computations, Fall 1999.

Strang's Video Lectures on Linear Algebra, Undergraduate course, MIT, Fall 1999.

MIT's 18.335, Numerical Methods, Fall 1996.