Matrix computations &
Numerical linear algebra
David Gleich
Purdue University
Fall 2012
Course number CS-51500
Tuesday and Thursday, 10:30-11:45am
Location Lawson 1106
References
Other books
Trefethen & Bau, Numerical linear algebra, SIAM 1996
James Demmel, Applied numerical linear algebra, SIAM 1997
Yousef Saad, Iterative Methods for Sparse Linear Systems Second Edition
Background texts
Linear Algebra and Its Applications
Linear algebra and its applications
4th edition. Thomson, Brooks/Cole, 2006.
Gilbert Strang
Carl Meyer, Matrix Analysis
Background classes
Gilbert Strang,
Linear Algebra / 18.06 @ MIT
.
Videos available
Other courses
Jianlin Xia,
Structured Matrix Computations / Math 682 @ Purdue
Course Home
Syllabus
References
Readings
Assignments
Inital Survey (html)
(tex)
Homework 1 (html)
(tex)
(pdf)
Homework 2 (html)
(tex)
(pdf)
Homework 3 (html)
(tex)
(pdf)
Homework 4 (html)
(tex)
(pdf)
Homework 5 (html)
(tex)
(pdf)
Homework 6 (html)
(tex)
(pdf)
Homework 7 (html)
(tex)
(pdf)
Extra credit (html)
(tex)
(pdf)
Lectures
Notation (html)
(pdf)
Operations (html)
(pdf)
Matrices and linear algebra (html)
(pdf)
Matrix inverses (html)
(pdf)
Vector norms (html)
(pdf)
Stability
Gaussian Elimination Error Analysis
Eigenvalues
Conjugate Gradient
Quizzes
Quiz 20
Quiz 19
Quiz 17
Quiz 16
Quiz 8
Quiz 6
Quiz 6
Quiz 5
Quiz 4
Quiz 3
Lecture 2 "quiz"