Math 451: Numerical Linear Algebra, Fall 2006

NOTE: Final Exam W: 12/06/2006, 2:00 - 3:50pm GILK 115

• Homework 1
  
• Homework 2
  
• Homework 3
  
• Homework 4
  
• Homework 5
  

• Handout 1: Compuing the SVD
  

• Sample Problems for Exam 1.
  
• Final Review Problems.
  

• MATLAB Tutorials on the Web
  
• Example of Numerical Instability.
  
• More Exampes of Instability and Ill-Conditioning
  
• Calculation of Eigenvalues in Matlab
  

• THE $25,000,000,000 Eigenvector: The Linear Algebra Behind Google
  
• The QR Algorithm
  
• The Decompositional Approach to Matrix Computation
  
• What Every Computer Scientist Should Know About Floating Point Arithmetic
  
• 13 Classic Papers in Applied mathematics
  
• Templates for the Solution of Algebraic Eigenvalue Problems
  
• Templates for the Solution of Linear Systems
  

• L.N. Trefethen and D. Bau, Numerical linear algebra, SIAM, Philadelphia, PA, 1997. ISBN: 0-89871-361-7
• J. Demmel, Applied numerical linear algebra, SIAM, Philadelphia, PA, 1997. ISBN: 0-89871-389-7
• G. Golub and C. Van Loan, Matrix computations, 3rd Ed., Johns Hopkins Series in the Mathematical Sciences, 3, Johns Hopkins University Press, Baltimore, MD, 1996. ISBN: 0-8018-5414-8
• B. N. Datta , Numerical linear algebra and Applications, Brooks/Cole Pub Co; 1st edition, January 30, 1995. ISBN: 0-53417-466-3
• D.S. Bernstein, Matrix mathematics, Princeton University Press, Princeton, NJ, 2005. ISBN: 0-691-11802-7
• Å. Björck, Numerical methods for least squares problems, SIAM, Philadelphia, PA, 1996. ISBN: 0-89871-360-9
• N.J. Higham, Accuracy and stability of numerical algorithms, 2nd Ed., SIAM, Philadelphia, PA, 2002. ISBN: 0-89871-521-0
• G.W. Stewart, Matrix algorithms I: basic decompositions, SIAM, Philadelphia, PA, 1998. ISBN: 0-89871-414-1
• G.W. Stewart, Matrix algorithms II: eigensystems, SIAM, Philadelphia, PA, 2001. ISBN: 0-89871-503-2
• H.A. van der Vorst, Iterative Krylov methods for large linear systems, Cambridge Monographs on Applied and Computational Mathematics, 13, Cambridge University Press, Cambridge, UK, 2003. ISBN: 0-521-81828-1
• D. Watkins, Fundamentals of matrix computations, 2nd Ed., Wiley-Interscience, New York, NY, 2002. ISBN: 0-471-21394-2
• M. B. Allen and E. L. Isaacson, Numerical Analysis for Applied Science, Wiley-Interscience,New York, NY, November 24, 1997. ISBN: 0-47155-266-6