Matrix Computations

Basic information

CS 6210 is a graduate-level introduction to numerical linear algebra. Topics include:

• Background: floating point, cache architecture
• Linear systems and Gaussian elimination; structured linear systems
• Least squares problems
• Unsymmetric eigenvalue problems
• Symmetric eigenvalue problems
• Iterative methods for linear systems and eigenvalue problems

See the syllabus for more information.

Announcements

• 12/10: Solutions to the practice final are available.
• 12/3: HW 6 problem 2 has been corrected.
• 12/2: The final is Monday, 12/14, 2-4:30 in Olin 218.
• 12/2: Reminder: grades and solutions to the midterm and all homeworks (except HW 6) are posted on CMS.
• 12/2: A practice final has been posted.
• 11/30: Homework 6 is due by December 11.
  Files are: poisson3d, poisson3d_rhs, pc_gs, pc_2grid
• 11/16: Homework 5 is due by November 25.
• 10/30: There was an update to Problem 3 on HW 4.
• 10/29: Homework 4 is due November 11.
• 10/21: The midterm exam was handed out today, and is due in class on Monday, October 26.
• 10/15: There is another minor correction to problem 1. If i = p[j] then A(i,j) should be beta(j), not beta(i). (Otherwise, the matrix ends up being nonsymmetric).
• 10/14: There is a correction to the statement of problem 1. The correct condition on p is that p[i] < i. Some of you have noticed that we would want p[i] > i if we were doing a standard elimination via MATLAB sparse routines; if you like, you can reverse the ordering inside your routine to match this, but you should undo the permutation at the end of the calculation so that your code works with the test driver.
• 10/14: The files p1test, p1testgen, and p1todense should be used to test your implementation of problem 1; use p2test and p4test to test problems 2 and 4. You don't need to write any code for problem 2, but should you be interested, here is the source for constrained_ls and a test driver p3test.
• 10/7: The midterm will be handed out October 21, due October 26. The final will be on the afternoon of December 14.
• 10/7: Homework 3 is posted, and is due October 21.
• 09/23: Homework 2 is posted, and is due October 7.
• 09/23: Homework 1 solutions are on the CMS page.
• 09/18: Some notes on homework 1 are up.
• 08/31: Homework 1 is posted, and is due September 21.
• 08/12: Lectures begin on Friday, August 28.