Numerical Linear Algebra


Instructor & Tutor

Textbooks (bookcover)

  1. Numerical Linear Algebra, Lloyd N. Trefethen and David Bau, III, SIAM, 1997
  2. (supplement) Applied Numerical Linear Algebra, James Demmel, SIAM, 1997
  3. (supplement) Numerical Linear Algebra and Applications, Biswa Nath Datta, 2nd Edition, SIAM, 2010
  4. (supplement) Matrix Computations, Gene H. Golub and Charles F. Van Loan, 4th Edition, Johns Hopkins University Press, 2013
  5. (supplement) Numerical Linear Algebra with Applications Using MATLAB, William Ford, Academic Press, 2015
  6. (supplement) Numerical Linear Algebra (in Chinese), Shufang Xu, Li Gao, and Pingwen Zhang, 2nd Edition, Peking University Press, 2013
  7. (supplement) MATLAB Primer, Timothy A. Davis, 2011

Lecture contents (tentative)

Grading policy

Homework (tentative)

  1. Discussion is permissible. However, transcribed solutions and copied programs are both unacceptable!
  2. Writing down solutions in english and latex is highly encouraged.
  3. Please prepare programming reports using matlab (you must use matlab's publish to produce pdf-files). Submit your programming reports to: Only one pdf-file should be submitted with filename studentnumberPx.pdf for Programming x. For example, if your student number is 19020150000000, then your submission for Programming 1 is 19020150000000P1.pdf. Submissions in other formats are unacceptable!
  4. Late submissions for assignments and programming reports get only half the score. Unaccepted submissions get 0 score. No exceptions!

Reading project (not compulsory)

  1. Group size: 1, 2, or 3 students each group. No more than 3.
  2. Requirements: (1) choose one project from below; (2) read the corresponding paper or a few related papers you can find under the same topic; (3) submit a reading report (a pdf file by using matlab or latex system, do not accept handwritten or scanned version) or a set of slides that describe the background, motivation, main methods, numerical results, and future direction.
  3. The submitted documents will be read by the instructor. Points will be taken for missing major parts, missing major novelties or contributions, missing major references, or any significant mathematical errors.
  4. Deadline: December 31, 2017