CS 6210

Matrix Computations

Description

CS 6210 is a graduate-level introduction to numerical linear algebra. Topics include:

  • Background: floating point, cache architecture
  • Linear systems and Gaussian elimination; structured linear systems
  • Least squares problems
  • Unsymmetric eigenvalue problems
  • Symmetric eigenvalue problems
  • Iterative methods for linear systems and eigenvalue problems

See the syllabus for more information.

Announcements

  • 12/3: Final is posted. Due Dec 18.
  • 11/25: Problem 1 has been amended to “prove or disprove”. Feel free to skip Problem 1.3 or to provide a counterexample.
  • 11/12: HW 5 is posted. Due November 25. See hw5lanczos.
  • 10/30: HW 4 is posted. Due November 13 (corrected problem 1: it should be an upper bound, not a lower bound).
  • 10/14: Midterm is posted. Due October 28.
  • 09/30: Correction to HW 3 p1: change “PH” to “Schur complements”. The PDF has been corrected.
  • 09/23: HW 3 is posted. Due October 7.
  • 09/09: HW 2 is posted. Due September 23.
  • 09/09: We have a Piazza page for discussion.
  • 08/27: HW 1 is posted. Due September 9.
  • 08/20: Lectures begin on Wednesday, August 28.