Math 630 - Matrix Analysis

Spring 2007 - Matthias K. Gobbert

Detailed Schedule - Updated as of April 25, 2007


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, second edition, Wiley, 2002.
Class Date Main Topic(s) Section(s)
1 Mo 01/29 Gaussian Elimination (GE) and the LU Decomposition 1.7, 1.8
2, #1 We 01/31 Roundoff Errors; Propagation of Roundoff Errors 2.5, 2.6
Mo 02/05 No class (make-up class on 02/08)
3, #2 We 02/07 Vector Norms 2.1
4 Th 02/08 Matrix Norms in room MP 401 2.1
5 Mo 02/12 Basic Facts About Eigenvalues and Eigenvectors 5.2
We 02/14 Cancelled due to snow
6, #3 Th 02/15 Similarity Transforms in room MP 401 5.4
7 Mo 02/19 Matrix Norms; Sensitivity Analysis and Condition Numbers 2.1, 2.2
8, #4 We 02/21 A Posteriori Error Analysis; Backward Error Analysis of GE 2.3, 2.4, 2.7
Th 02/22 Review of Proving Strategies in room MP 401 2.1
9 Mo 02/26 Positive Definite Systems; Cholesky Decomposition; Sparse GE and Cholesky in Matlab 1.4, 1.6, 1.9
10, #5 We 02/28 Iterative Methods for Linear Systems; A Model Problem 7.1
11 Th 03/01 The Classical Iterative Methods in room MP 401 7.2
Mo 03/05 No class (make-up class on 03/01)
12, #6 We 03/07 Convergence of Iterative Methods 7.3
13 Mo 03/12 Steepest Descent; The Conjugate-Gradient (CG) Method 7.4, 7.6
14, #7 We 03/14 Preconditioners; Indefinite and Nonsymmetric Problems 7.5, 7.9
Mo 03/19 Spring Break
We 03/21 Spring Break
15 Mo 03/26 Derivation of the CG Algorithm 7.7
16, #8 We 03/28 Convergence of the CG Algorithm 7.8
17 Mo 04/02 Midterm Exam
We 04/04 No class (make-up class on 04/05)
18, #9 Th 04/05 The Discrete Least Squares Problem in room MP 401 3.1
19 Mo 04/09 Orthogonal Matrices, Rotators, and Reflectors 3.2
20, #10 We 04/11 Solution of the Least Squares Problem 3.3
Mo 04/16 Cancelled due to power outage
21, #11 We 04/18 The Singular Value Decomposition (SVD) 4.1
22 Mo 04/23 Some Basic Applications of Singular Values 4.2
23 We 04/25 The SVD and the Least Squares Problem 4.3
Mo 04/30 No class (make-up class on 05/03)
We 05/02 No class (make-up class on 02/15)
24, #12 Th 05/03 The Power Method and Extensions; Similarity Transforms in room MP 401 5.3, 5.4
25 Mo 05/07 Reduction to Hessenberg and Tridiagonal Forms 5.5
26, #13 We 05/09 The QR Algorithm 5.6
27 Mo 05/14 Computer numbers: IEEE-standard for floating-point numbers
Mo 05/21 03:30-05:30 Final Exam Note the date and time!

Copyright © 1999-2007 by Matthias K. Gobbert. All Rights Reserved.
This page version 1.7, April 2007.