Math 5330 (18640), Computational Methods of Linear Algebra

TR 10:30-11:50, EDUC 108

Instructor: Granville Sewell

Office hours: TW 13:00-14:00 BELL 200

Course Description

Prerequisites: Math 3323 and working knowledge of a high level programming language

The text is "Computational Methods of Linear Algebra, 3rd Edition," Granville Sewell, World Scientific Publishing Company, 2014

Topics covered
Topics chapter
Reference Material 0
Systems of Linear Equations 1
Linear Least Squares Problems 2
The Eigenvalue Problem 3
Linear Programming 4

Problem list may change during semester, so re-check before starting each assignment.

Homework assignments
read sections do problems date due
0.1-0.3,1.1 -- (Aug 25)
1.2-1.4 1.1,1.2*,1.4a,1.5*,1.6abc Sept 6
1.5-1.8 1.7a*b* (download TRIPER) Sept 13
1.9-1.10 1.7c*,1.13,1.14,1.16ab Sept 20
Test I Chapters 0,1 Sept 22
2.1,2.2 2.1,2.2,2.5* Oct 4
2.3,2.4 2.6ab,2.9,2.10* Oct 11
3.1-3.4 3.1,3.10a,3.12abc Oct 20
3.5-3.6 3.14,3.15,3.17a*b*c* Oct 27
Test II Chapters 2,3 Nov 1
4.1,4.2,4.4 4.1abcd,4.8 Nov 15
4.3 4.2,4.3,4.5a* Nov 22
4.5-4.7 4.7*,4.9,4.15 Dec 1
Final comprehensive Thurs, Dec 8, 10am

* = requires use of MATLAB

Download MATLAB Programs from Book

Grading Policy:

Grades
90-100% guaranteed A
80-89% guaranteed B or better
70-79% guaranteed C or better

Videos

Chapter 0 Video Reference Material

Chapter 1 Video (1.1-1.4) The LU decomposition

Chapter 1 Supplement: Gauss Elimintion (Math 4329 video)

Chapter 1 Video (1.5,9) Band solvers and iterative methods

Chapter 1 Supplement: Iterative methods, Theory (Math 4329 video)

Chapter 1 Video (1.6,8,10) Sparse direct methods, ill-conditioned problems, CG method

Chapter 2 Supplement: The Normal Equations (Math 3323 video)

Chapter 2 Video Linear Least Squares Problems

Chapter 3 Video (3.1-3.4) Jacobi and QR methods for eigenvalues

Chapter 3 Video (3.5-3.7) Power method for eigenvalues

Chapter 4 Video Resource Allocation Problems

Chapter 4 Video Artificial Variables

Chapter 4 Video The Dual Problem

Chapter 5 Video The Fast Fourier Transform (not covered in this class)

Chapter 6 Video Linear Algebra on Supercomputers (not covered in this class)


Old Tests

Spring 2007: Test I | Test II | Final

Spring 2009: Test I | Test II | Final

Spring 2011: Test I | Test II | Final

Spring 2013: Test I | Test II | Test III

Spring 2015: Test I | Test II | Final

Spring 2016: Test I | Test II | Final

Spring 2018: Test I | Test II | Final

Spring 2020: Test I

Spring 2021: Test I | Final

Fall 2022: Test I | Test II | Final

Solutions

First Tests

Second Tests

Final Exams

Note: Drop Deadline is Oct 28