Office: Department of Computational & Data Sciences, SERC building, Room 205.

Office hours: Tuesday 3:00 PM-5:00 PM or by appointment.

Office: Department of Computational & Data Sciences, SERC building, Room 208.

Office hours: Tuesday 2:00 PM-3:00 PM.

*Numerical Linear Algebra and Applications, 2nd Edition*, by Biswa Nath Datta*Numerical Linear Algebra*, by Lloyd N. Trefethen & David Bau III

Other useful texts to possess:

*Applied Numerical Linear Algebra*, by James W. Demmel*Matrix Computation*, by Gene H. Golub & Charles F. Van Loan*Functions of Matrices: Theory and Computation*, by Nicholas Higham*Accuracy and Stability of Numerical Algorithms*, by Nicholas Higham

Evaluation | Homework | Quiz | Midterm | Final Exam |

Points | 30 | 10 | 25 | 35 |

The grader will expect you to express your ideas clearly, legibly, and completely, often requiring complete English sentences rather than merely just a long string of equations or unconnected mathematical expressions. This means you could lose points for poorly written proofs or answers. Clear exposition is a crucial ingredient of mathematical communication. Clarity of thought and presentation is more important in mathematics & sciences than any other field. The only way to master exposition is by repeated practicing.

- https://www.sharelatex.com/
- https://www.overleaf.com/

- http://www.tutorialspoint.com/compile_cpp11_online.php
- https://www.codechef.com/ide

There will be roughly a dozen short (3-5 minutes) surprise quiz in class, which will used for marking attendance.

Midterm : **October 4th, Tuesday in class**.

Final exam : **December 5th, Monday, from 3:00 PM to 5:00 PM**.

**There will be no make up exams. All exams will be closed book, closed notes. No internet/calculator allowed.**

Week |
Tuesday |
Thursday |
Homework |

Aug 8-12 | Motivation & Chapter 1 | Chapter 2 | |

Aug 15-19 | Chapter 2, Chapter 3 | No Class | HW1_P7.cpp HW 1: Due Aug 17 HW1soln |

Aug 22-26 | Chapter 3; Catastrophic cancellation in computing recurrences Example 1; Example 2 | Chapter 4; Disasters due to round-off and numerical errors; Solving 1D Poisson equation; Pivoting in Linear Systems | HW 2: Due Aug 26 HW2soln |

Aug 29-Sep 2 | Chapter 4 | Chapter 5; Backward stability of triangular systems; Backward stability of inner & outer product; | HW 3: Due Aug 31 HW3soln |

Sep 5-9 | Chapter 5; Slides | Chapter 6 | HW 4: Due Sep 7 HW4soln |

Sep 12-16 | Holiday (Bakrid) | Chapter 6 | HW 5: Due Sep 14 HW5soln |

Sep 19-23 | Least squares | No Class | HW 6: Due Sep 21 HW6soln |

Sep 26-30 | Least squares, Least norm | QR decompostion; Gram-Schmidt | HW 7/Practice Midterm: Due Sep 28 HW7soln |

Oct 3-7 | Midterm | QR decompostion; Householder & Givens | Midterm solutions: Oct 4 Midterm statistics |

Oct 10-14 | Holiday (Vijayadashami) | No Class | HW8: Due Oct 13 |

Oct 17-21 | Eigen values/vectors; Schur decomposition | Eigen decompostion | HW 9: Due Oct 21 |

Oct 24-28 | Eigen decompostion | No Class | HW 10: Due Oct 26 |

Oct 31-Nov 4 | Holiday | Computing the SVD | HW 11: Due Nov 2 |

Nov 7-11 | Iterative methods - Jacobi | No Class | HW 12: Due Nov 9 |

Nov 14-18 | Gauss-Siedel, SOR; Steepest Descent | Conjugate gradient | HW 13: Due Nov 22 |

Nov 21-25 | Conjugate gradient | GMRES, Preconditioning | HW 14: Due Nov 25 |

Nov 28-Dec 2 | HW 15: Due Dec 3 | ||

Dec 5-9 | Final exam | Practice final |