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) MATLAB Primer, Timothy A. Davis, 2011

Lecture contents

Grading policy (tentative)

Homework (tentative)

  1. Discussion is permissible. However, transcribed solutions and copied programs are both unacceptable!
  2. Write solutions of assignments in english and latex are highly encouraged.
  3. Write programming reports by matlab (you can use matlab's 'publish'). 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 file 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 (tentative)

  1. David S. Watkins, The QR algorithm revisited, SIREV, 2008
  2. Mark Embree, The Arnoldi eigenvalue iteration with exact shifts can fail, SIMAX, 2009
  3. Jared L. Aurentz and Lloyd N. Trefethen, Block operators and spectral discretizations, SIREV, 2017
  4. Kui Du, Jurjen Duintjer Tebbens, and Gerard Meurant, Any admissible harmonic Ritz value set is possible for GMRES, ETNA, 2017