CS 6210

**Matrix Computations**

Fall 2015

Announcements | Syllabus | Assignments | Problem of the Day

**Instructor**:
Charles Van Loan, 423 Gates,
255-5418, cv@cs.cornell.edu. Office hours
are here.

**Meeting Time & Place:** MWF 11:15-12:05, Phillips 307

**Prerequisites: **Computing assignments are in Matlab so a year's worth
of programming in Python, Java, or C++ is more than enough. A solid
understanding of linear algebra is essential. In that regard, here are some key
words: Gaussian elimination, orthogonal matrix, eigenvalue, eigenvector, norms,
independence, range, nullspace, basis. Happy to talk 1:1 if you have a concern
about your background.

**Description:** 4 credits. Stable and efficient algorithms for linear
equations, least squares, and eigenvalue problems. Direct and iterative methods
are considered. The MATLAB system is used extensively.

**Workload: ** There is a computing assignment every two
weeks (approximately.) Associated with every lecture there is a "Problem of the
Day" which should be worked out. They are not submitted for grading but
you should take them very seriously. The POD's are a handy way to keep up with
the course and to prepare for the final exam.

**Related Courses:**
CS 5220 (Applications of Parallel
Computers) by Professor David Bindel.

**Text**:
Matrix
Computations (4th Edition) by Golub and Van Loan

**Grading**: There are six Matlab Assignments, a take home midterm, and a
final that has a take home part and a timed, closed-book written part. Final
grade is based on the assignments (55%), the take-home midterm (15%), the
take-home part of the final (15%), and the written part of the final (15%).

**Software: **
GVL4 M-Files,
The Pseudospectra Gateway,
The University of
Florida Sparse Matrix Collection

**Some Linear Algebra References: ** Gil Strang's MIT Linear Algebra
course
videos and text are excellent.
So is Carl Meyer's Matrix Analysis and Applied Linear Algebra
book.

**Some Matlab References: **Insight
Through Computing: A Matlab Introduction to Computational Science and
Engineering (Van Loan and Fan)**, **
Getting Started with Matlab 7
(Pratap),
Matlab: An Introduction with Applications (Gilat),
Mastering Matlab7 ( Hanselman & Littlefield)

**Computing:** MATLAB is available on all public CIT Machines. The student edition of MATLAB
is available from
Mathworks.