Mathematics 270B : Computational Linear Algebra
MWF 1:00-1:50PM
5148 Math Sciences
C. Anderson


In this course we will focus on direct methods for solving linear systems of equations and methods for solving the algebraic eigenvalue/eigenvector problem. One of the principle objectives is to cover the methods in sufficient depth so that

(i) you can make intelligent decisions about what method to use in a particular situation;

(ii) you can make an intelligent decision about whether you should implement a method yourself or rely on an existing implementation;

(iii) you are aware of the common problems that arise when solving linear algebra problems numerically, and have some ideas about how to avoid them;

(iv) you are capable of synthesizing custom solution procedures for those situations that demand it.

Weekly assignments will consist of both theoretical and computational exercises. The computational component for most of the assignments can be carried out using Matlab.

Requirements :

Upper division courses in linear algebra (Math 115AB or equivalent) and numerical analysis (Math 151AB or equivalent).
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Textbook :

Required: "Matrix Computations 3rd Edition " G. Golub
Recommended: "Applied Numerical Linear Algebra" J. Demmel
Textbook Link