Math 270C, Lecture 1, Winter 2006

Mathematical Aspects of Scientific Computing: Computational Linear Algebra

Lecture Meeting Time: MWF 1.00PM - 1:50PM.
Lecture Location: MS 6201.

Instructor: Luminita A. Vese
Office: MS 7620-D
Office hours: MWF 2-3pm.
E-mail: lvese@math.ucla.edu

Recommended Textbooks:
  • "Matrix Computations", G. Golub and C. VanLoan (placed on reserve at SEL Library), Chapter 10.
  • "Iterative Methods for Solving Linear Systems", A. Greenbaum.
  • "Iterative Solution of Large Sparse Systems of Equations", W. Hackbusch.
  • "Numerical Linear Algebra", L.N. Trefethen, D. Bau.
  • "Numerical Linear Algebra (and applications)", B.N. Datta.
  • "Introduction to Numerical Analysis", by J. Stoer and R. Bulirsch, Chapter 8.

    Requisites: courses 115A, 151A, 151B, Program in Computing 10A.

    SYLLABUS WILL BE UPDATED

    Useful Links:
  • Virtual Office Hours
  • PIC Lab: Boelter Hall 2817 and Mathematical Sciences 3970
    http://www.pic.ucla.edu/piclab/
  • MATLAB Documentation (thanks to Prof. C. Anderson, UCLA)
  • Class Web Page: http://www.math.ucla.edu/~lvese/270c.1.06w/
  • Numerical Recipes
  • Getting started with MATLAB

    Homework Policy: Weekly assignments involving both theoretical and computational exercises will be given.

    Examinations: There are no written exams.

    Grading Policy: Grading will be based on class participation (10%) and on weekly assignments.

    Properties of matrices

    Weekly Homework Assignments:
    HW #1: Due on Friday, January 20
    HW #1

    HW #2: Due on Friday, January 27
    HW #2

    HW #3: Due on Friday, February 3
    HW #3

    HW #4: Due on Monday, February 13
    HW #4

    HW #5: Due on Wednesday, February 22, 2006
    HW #5

    HW #6: Due on Friday, March 3rd
    HW #6
    Symmetric, Tridiagonal, Positive Definite System Solver
    Thomas algorithm can also be used for solving a tridiagonal linear system.

    HW #7: Due on Friday, March 17
    HW #7 Example of scheme