MATH 5371 Numerical Linear Algebra

MW 4:00-5:20pm, PKH 105

All information is subject to change, please keep yourself informed!

Instructor

Prof. Ren-Cang Li, PKH 445, (817) 272-0548
(send email)

Office hour

MW 2:00-2:50 or by appointment

Handouts

(You'd need a ADOBE reader to preview those handouts.)
  • Course Overview and syllabus, Aug 24, 2009.
  • MATLAB Primer, Aug 24, 2009.
  • Polynomial evaluations: horner.m, polyeval.m, hornerfig1.pdf, hornerfig2.pdf, hornerfig3.pdf, Aug 26, 2009.
  • GEPP.m, GECP.m, tstGE.m, Sep 15, 2009.
  • powmet.m, invpowmet.m, sipowmet.m, rayleigh.m, Sep 19, 2009.
  • orthitn.m, orthitnI.m, qrItn.m, qrHess.m, Sep 21, 2009.
  • Iterative Schemes and Their Convergence For a Symmetric Positive Definite Matrix, November 16, 2009.

    • Announcements

    Homework Assignments

  • Chapter 1: Questions 1.2, 1.3, 1.4, 1.5, 1.21. Assigned 9/2/2009, due 9/9/2009 in class.
  • Chapter 2:
  • Questions 2.2, 2.7, 2.11, 2.12.
  • Write two MATLAB functions to solve Ax=b: one uses GEPP.m to do LU and the other uses GECP.m to do LU. Both functions have inputs A and b and outputs the solution x. Test your functions on various examples to ensure its correctness.
    • Assigned 9/16/2009, due 9/23/2009 in class.
  • Chapter 2: Questions 2.17, 2.19, 2.20. Assigned 9/28/2009, due 10/5/2009 in class.
  • Chapter 3: Questions 3.1, 3.2, 3.6, 3.7. Assigned 10/5/2009, due 10/14/2009 in class.
  • Chapter 4: Questions 4.3, 4.6, 4.7, 4.12, 4.14.

    Assigned 10/28/2008, due 11/06/2009 in class (at the talk).

    • Textbook

  • James Demmel, Applied Numerical Linear Algebra, SIAM, 1997. Be sure to get SIAM member price. As a UTA graduate student, you can join SIAM for free because UTA is an institutional member.
  • MATLAB codes by Demmel

    • Exams

  • Mid-Term Exam: TBA
  • Final Exam: TBA

    • Computer Resources

    Access to a computer on which a recent version of MATLAB runs is essential for this course. MATLAB has an extensive on-line help facility (just type "help" or "help commandname" in MATLAB). The Free Software Foundation's Matlab clone called Octave may also be used by those who do not have access to MATLAB. Octave works on Linux and Microsoft Windows.

    Other Online Software and Documentation

  • Netlib, a repository of numerical software and related documentation
  • Netlib Search Facility, a way to search for the software on Netlib that you need
  • GAMS - Guide to Available Math Software, another search facility to find numerical software
  • LAPACK, state-of-the-art software for dense numerical linear algebra on workstations and shared-memory parallel computers. Written in Fortran.
  • CLAPACK, a C version of LAPACK.
  • LAPACK Manual
  • Templates for the solution of linear systems, a collection of iterative methods, with advice on which ones to use.
  • Templates for the Solution of Algebraic Eigenvalue Problems: A Practical Guide, a collection of iterative methods, with advice on which ones to use.
  • NHSE - National High Performance Computing and Communications Software Exchange, pointers to related work across the country.
  • Notes on IEEE Floating Point Arithmetic, by Prof. W. Kahan
  • Other notes on arithmetic, error analysis, etc. by Prof. W. Kahan

    • Important Days

  • Monday, Aug 24, First day of the class
  • Monday, Sep 7, Labor Day Holiday
  • Wednesday, Sep 9, Census Date: Deadline for makeup requests
  • TBA, Midterm
  • Friday, Oct 30, Official last day to drop a class
  • November 26-27, Thanksgiving Holidays
  • Friday, Dec 4, Last day of the class
  • TBA, Final Exam (see also Academic Calendar)