Math 614 Numerical Linear Algebra

Fall 2015, UAF

instructor details
Ed Bueler time:  MWF 9:15--10:15am
Chapman 301C room:  Bunnell 410
474-7693 crn:  78256

Linear algebra is everywhere in the application of mathematics. Huge linear systems are solved all the time on computers, and the science and engineering world depends on it. This course will describe how matrices and vectors can be handled on computers in a stable, fast, and accurate manner. We will place these topics in their correct mathematical context, namely finite-dimensional vector spaces. However, the emphasis will be on geometric, algorithmic, and practical understanding.

plot showing least-squares polynomial fitWe will cover these tools and topics:

plot showing zeros of perturbed polynomials

We will use Matlab (or free tools Octave or Python). Most lectures and homework assignments will have nontrivial computational examples. Introductory Matlab examples at the beginning of the course will bring students up to speed with that tool. And there will be some proofs; they will make up about 30% of the homework.

The course is for graduate students and advanced undergraduates in all fields with a need for computation: statistics, computer science, geophysics, engineering, biology. Students from mathematics will see what they are missing in undergraduate linear algebra and graduate algebra.

Prerequisites:  Officially,
      MATH F314 or equivalent or permission of the instructor. Recommended: MATH F421 or MATH F401.
Because you might be a graduate student with a background from another University, I translate this as: A course in linear algebra plus some exposure to calculus and/or analysis beyond the standard freshman/sophomore sequence in calculus.

Textbook: Trefethen and Bau, Numerical Linear Algebra, SIAM Press, 1997. ($65 at