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


  • 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.
  • Homework 1
  • Homework 2
  • Homework 3
  • Sample Midterm
  • Homework 4
  • Homework 5
  • 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.
  • Code of Conduct: