Math 630 - Numerical Linear Algebra

Spring 2014 - Matthias K. Gobbert

Detailed Schedule - Last Updated February 27, 2014


This schedule is designed to give you an overview of the material to be covered and is tentative in nature.
The section numbers refer to David S. Watkins, Fundamentals of Matrix Computations, third edition, Wiley, 2010.
The software workshops on Matlab are offered by the Center for Interdisciplinary Research and Consulting (www.umbc.edu/circ).
Class Date Time / Main Topic Section(s) / Room
1 Tu 01/28 Overview
2 Th 01/30 Gaussian Elimination (GE) and the LU Decomposition 1.7, 1.8
3, #1 Tu 02/04 Roundoff Errors; Propagation of Roundoff Errors 2.5, 2.6
4 Th 02/06 Vector Norms 2.1
5, #2 Tu 02/11 Matrix Norms 2.1
We 02/12 12:00-01:00 CIRC Software Workshop: Advanced MATLAB Programming ENGR 122
6 Th 02/13 Snow cancellation
7, #3 Tu 02/18 Matrix Norms; Sensitivity Analysis and Condition Numbers 2.1, 2.2, 2.3
8, #4 Th 02/20 A Posteriori Error Analysis; Backward Error Analysis of GE 2.4, 2.7
9 Tu 02/25 Positive Definite Systems; Cholesky Decomposition; Sparse GE and Cholesky in Matlab 1.4, 1.6, 1.9
We 02/26 12:00-01:00 CIRC Software Workshop: Intermediate MATLAB Programming ENGR 122
10 Th 02/27 Iterative Methods for Linear Systems; A Model Problem 8.1
11 Th 02/27 The Classical Iterative Methods 8.2
12, #5 Tu 03/04 Convergence of Iterative Methods 8.3
Th 03/06 No class; make was 02/27
13, #6 Tu 03/11 Steepest Descent; The Conjugate Gradient (CG) Method 8.4, 8.7
We 03/12 12:00-01:00 CIRC Software Workshop: An Introduction to MATLAB Programming ENGR 122
14 Th 03/13 Cancellation due to water main break
Tu 03/18 Spring Break
Th 03/20 Spring Break
15, #7 Tu 03/25 The CG Method, preconditioning, Krylov subspace methods 8.7, 8.6, 8.10
16, #8 Th 03/27 Derivation and convergence of the CG Algorithm 8.8, 8.9
17 Tu 04/01 Basic Facts About Eigenvalues and Eigenvectors 5.2
18 Th 04/03 Similarity Transforms 5.4
19, #9 Tu 04/08 Midterm Exam
We 04/09 12:00-01:00 CIRC Software Workshop: MATLAB 3-D Graphics ENGR 122
20 Th 04/10 The Discrete Least Squares Problem 3.1
21, #10 Tu 04/15 Orthogonal Matrices, Rotators, and Reflectors 3.2
22 Th 04/17 Solution of the Least Squares Problem 3.3
23, #11 Tu 04/22 The Singular Value Decomposition (SVD) 4.1
24 Th 04/24 Some Basic Applications of Singular Values 4.2
25, #12 Tu 04/29 The SVD and the Least Squares Problem 4.3
26 Th 05/01 The Power Method and Extensions; Similarity Transforms 5.3, 5.4
27, #13 Tu 05/06 Reduction to Hessenberg and Tridiagonal Forms 5.5
28 Th 05/08 The QR Algorithm 5.6
29 Tu 05/13 Computer numbers: IEEE-standard for floating-point numbers
Tu 05/20 03:30-05:30 Final Exam Note the date and time!

Copyright © 1999-2014 by Matthias K. Gobbert. All Rights Reserved.
This page version 2.3, April 2014.