Fall 2008 CS 383C / CAM 383C / Math 383E "Numerical Linear Algebra" MWF 9-10am ENS 126 Prof. Inderjit Dhillon Matrix Computations arise in a varied number of applications, such as, quantum chemistry computations, statistics, economics, data mining, etc. This first year graduate course focuses on some of the fundamental computations that occur in these applications. The standard problems whose numerical solutions we will study are (i) systems of linear equations, (ii) least squares problems, (iii) eigenvalue problems as well as SVD computations. We will also learn basic principles applicable to a variety of numerical problems and apply them to the standard problems. These principles include (i) matrix factorizations, (ii) perturbation theory and condition numbers, (iii) effects of roundoff error on algorithms and (iv) analysis of the speed of algorithms. Pre-requisites for this course are a good knowledge of undergraduate linear algebra, and some mathematical sophistication (students should have some experience in writing mathematical proofs). For detailed course information see: http://www.cs.utexas.edu/users/inderjit/courses/cs383c