Math 630 - Matrix Analysis

Spring 2010 - Andrei Draganescu

Detailed Schedule


This schedule is tentative, and will continously suffer corrections.
The chapter numbers refer to the text Matrix Computations, third edition, Johns Hopkins University Press, 1996, by Gene Golub and Charles Van Loan.
Class Date Topic Section(s)
1 W 1/27 Introduction: model problems.
2 M 2/1 Linear algebra review. Vector norms. 2.1, 2.2
3 W 2/3 Matrix norms. 2.3
M 2/8 UMBC closed
W 2/10 UMBC closed
4 M 2/15 Finite precision matrix computations. 2.4
5 W 2/17 The singular value decomposition (SVD). 2.5
6 M 2/22 The SVD (contd.). Sensitivity of square linear systems. 2.5, 2.7
7 W 2/24 Triangular systems and the LU factorization. 3.1, 3.2
8 M 3/1 Round-off analysis in Gaussian elimination. Pivoting. 3.3, 3.4
9 W 3/3 The LDMT and LDLT factorizations. Positive definite systems. 4.1, 4.2
10 M 3/8 Banded systems. Householder and Givens Matrices. 4.3, 5.1
11 W 3/10 The QR factorization. 5.2
M 3/15 Spring Break
W 3/17 Spring Break
12 M 3/22 The full-rank LS problem. 5.3
13 W 3/24 Rank deficiency: QR with pivoting. Complete orthogonal decomposition. 5.4.1, 5.4.2
14 M 3/29 The rank deficient LS problem. The pseudo-inverse. 5.5.1-5.5.4
15 W 3/31 Review
16 M 4/5 Midterm Exam
17 W 4/7 Discussion of midterm and homework problems.
18 M 4/12 Schur decomposition and eigenvalue sensitivity. 8.1.1, 8.1.2
19 W 4/14 The power method and inverse iteration. 8.2.1-8.2.2
20 M 4/19 Distance between subspaces. The orthogonal iteration. 2.6.1-2.6.3, 8.2.4
21 W 4/21 The QR iteration and the symmetric QR algorithm. 8.2.5, 8.3
22 M 4/26
23 W 4/28
24 M 5/3
25 W 5/5
26 M 5/10
27 W 5/12

page last modified 4/20/2010