Math 665 Numerical Linear Algebra
(Topics in Graduate Mathematics)

Spring 2013, Ed Bueler

Thanks for a great semester!
Solutions to the Final are available on paper (and see codes at bottom).


Ed Bueler
elbueler@alaska.edu    x7693
Office: Chapman 301C (hours here)
Class time: MWF 1:10--2:10pm
Classroom: Reichardt 204
Text: Trefethen and Bau, Numerical Linear Algebra, SIAM Press 1997.

Syllabus and Advertisement

PARTS OF COURSE:
A
matrix/vector manipulations
B
abstract and geometric linear algebra
C
SVD
D
QR and least squares
E
conditioning and stability
F
systems of equations
G
computing eigenvalues
H
iterative methods

MATLAB/Octave/pylab:
LINKS:

Texts for related courses:
  • Golub & van Loan, Matrix Computations
  • Higham, Accuracy and Stability of Numerical Algorithms
Background books:
Some readable papers:

 Schedule:  (version 10 May)

Part

Day

Lecture
(in text)
Topic
Assigned or Due
(links are PDF)
A
Fri 1/18
1
introduction Assignment #1

Mon 1/21

Alaska Civil Rights Day (no class)

A
Wed 1/23
1
intro to Matlab/Octave
class23jan.m

A
Fri 1/25
1
cont.
randomdets.m
mydatafit.m
rungeexample.m
A#1 Due
B
Mon 1/28
1
matrix-vector multiplication, matrix product, bases, matrices, vector spaces and examples, linear operators A#1 Due
B
Wed 1/30
2
inner product, adjoint, hermitian, orthogonal, unitary Assignment #2
and  proof advice

B
Fri 2/1
2
cont.

B
Mon 2/4
3
norms of vectors and matrices
B
Wed 2/6
3
cont. A#2 Due
Assignment #3
B
Fri 2/8
3
cont.; and matrix norm essentials (PDF)
from solns to A#2:
  fourballs.m
from in class:
  normtest.m

B
Mon 2/11
3
cont.

C
Wed 2/13
4
the singular value decomposition (SVD)
from solns to A#3 and in-class:
  showmatnaive.m
  showmat.m
  svdframes.m
A#3 Due
Assignment #4

C
Fri 2/15
4
SVD cont.; SVD existence theorem

C
Mon 2/18
4
cont.

C
Wed 2/20
5
applications of SVD
C
Fri 2/22
5
cont.
A#4 Due
C
Mon 2/25
5
compression of images; from in-class:
  detail.mat
  akdist.m
A#4 Due
Assignment #5
D
Wed 2/27
6
projectors
from solutions to A#4:
  epsrank.m
  svdhello.m

D
Fri 3/1
6
cont.

D
Mon 3/4
7
Gram-Schmidt process and QR factorization
D
Wed 3/6
7
cont.

D
Fri 3/8
8
modified Gram-Schmidt/operation count A#5 Due
Assignment #6
D
3/11--3/15

SPRING BREAK

D
Mon 3/18
8
cont.
from solutions to A#5:
  newton3ex.m

D
Wed 3/20
10
orthogonal triangulation; Householder reflections
D
Fri 3/22
11
least squares (by QR, SVD and normal eqns) A#6 Due
Assignment #7
D
Mon 3/25
11
MIDTERM QUIZ (rescheduled to Fri 3/29)
cont.
from solutions to A#6:
  legendreerr.m

E
Wed 3/27
12
conditioning of problems

Fri 3/29

MIDTERM QUIZ: in class
focus on: definitions, statements of theorems, basic geometrical ideas, basic applications of theorems
covers Lectures 1-11 except 9
review topics for midterm quiz
E
Mon 4/1
12
cont.

E
Wed 4/3
12
cont.
for A#8:
   circu.m
A#7 Due
Assignment #8
E
Fri 4/5
13
floating point arithmetic
from solutions to A#7:
  house.m
  formQ.m
  polycos.m
  randnexper.m
  assemble.m
  comparebvp.m

E
Mon 4/8
14
stability and backward stability of algorithms
E
Wed 4/10 15
more on backward stability (Theorem 15.1 is Fundamental Theorem of Numerical Analysis ... sort of)

E
Fri 4/12 15
more
A#8 Due
Assignment #9
E
Mon 4/15 15 more
from solns to A#8:
  polydetail.m
  elevenfigs.m
  plotevectors.m
  checkeigs.m

E
Wed 4/17 17
backward stability of back-substitution
E
Fri 4/19 16
backward stability of Householder QR
F
Mon 4/22
20
Gauss elimination (=GE) as LU A#9 Due
F
Wed 4/24
21
GE with w. partial pivoting
from solns to A#9:
  svdstabletest.m
  naivege.m
  naivegeouter.m
for project:
  - electronic form of paper is on list
    at far left
  - blankreview.tex
  - sample review
A#9 Due
Project: review two papers


Fri 4/26

springfest, no class
F
Mon 4/29
22, 23
stability of GE
in class:
  growthfactor.m
Take-home Final Exam
F
Wed 5/1
23
Cholesky

G
Fri 5/3
24, 25
eigenvalues, Schur decomposition, spectral theorem
Project Due
G
Mon 5/6
26, 28
last day of instruction
inverse and Rayleigh iteration for eigenvalues of matrices; reduction to tridiagonal
in class:
  powertries.m
  colorsphere.m
  rqi.m
Project Due (revised)

Thurs 5/9

TAKE-HOME FINAL DUE
Due in my box NOON Thursday, May 9
from solns to Final:
  fitxinv.m
  mywilkinson.m
Take-home Final Due Thurs 5/9 at 12 noon

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