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Dec 14. Final exam pick-up in 4130 Upson, 9-4pm. Nora or Bonnie can help you.
Dec 13. The final exam grading guide is available. Send me an email if you'd like your course grade. Pick up instructions will be posted soon.
Dec 12. The final is today, 9-11:30, in Olin 218.
Dec 7 I am not quite done grading Assignment 6, but I have put up solutions to the first two problems. I'll be all done grading this later today so they will be ready for pick-up starting Thursday.
Dec 6 Office Hours this week: WThF 2:30-4. Closed book final exam: Monday, Dec 12 9:00 - 11:30, Olin 218.
Nov 23 Class will meet today in 4130 Upson if you feel like it!
Nov 22 Assignment 5 solutions
Nov 22 Assignment 6 handout and test scripts are available. Slight change regarding Problem 1. I am providing a Test script. So INSTEAD of submitting your implementation electronically, run the test script and submit hardcopy of the output. The rest of the problem stays the same. There is also some confusion concerning U. The story is that the given T = U'*A*U for some A. You then go on to find a different U that reverses the order of the two bumps in the given T: S = U'*T*U. The problem is really about computing an orthonormal basis for the invariant subspace associated with the eigenvalues of T(3:4,3:4).
Nov 11 Assignment 4 solutions.
Nov 8 Assignment 5 test scripts are available.
Nov 7. Assignment 5 is available.
Nov 3. For problem 3, ignore the "not OKs' when n2 = 1. (That is because when I then check diag(S), diag returns a matrix and not the vector of diagonal elements. And when n2<p, you have p-n2 c's that are exactly 1. If you set these to one, no problem. But if you compute them, then some problems arise when i check the ordering. Moral: ignore the OK/notOK comments.
Nov 3 Matlab's QR may not give you positive R(i,i). But if you multiply a row in your R by -1 and the corresponding column in Q by -1, we will still have A = QR.
Oct 27 The condition estimator function MyCond is now available.
Oct 25 Assignment 4 test scripts are available. In these problems you are to make use of the Matlab functions svd and qr. These functions can be used in different ways; be efficient. For example if A is m-by-n then qr(A) is O(m^2n) while qr(A,0) is O(mn^2). That's a big difference if m>>n.
Oct 24. Assignment 4 is available.
Oct 24 Solutions Assignment 3. You will find the solution to GTD3 and the O(n) solution to Problem 1 here. Take a look at the derivation of the O(n) solution.
Oct 21 Assignment 4 will be available Monday. A heads up about two of the problems in case you want to start working. (1) How would solve the TLS problem by simply using the QR factorization of [A b]? Hint. Think about condition estimation with the R matrix. (2) Look at section 4 of this brilliant paper:
http://www.cs.cornell.edu/cv/ResearchPDF/Computing.Cs.Gen.Sing.Value.Decomp.pdf
Oct 19 Midterm solution.
Oct 14 Assignment 3 solutions.
Oct 13. The Friday 4pm due date for Assignment 3 is a hard deadline. Solutions to the two problems will be posted at that time so that you can study from them for the Monday Quiz. No late submissions.
Oct 12. There will be an in-class quiz Monday, October 17. All topics relevant to the first three assignments are fair game. Look at all Problems of the Day through Sept 30. A sample quiz is here.
Oct 6 Assignment 3 test scripts are here.
Oct 5 Solution scripts for Assignment 2 are available and so is a write-up of my method for the GTD problem. Regarding the grading of the latter, 2 points for the solution A0 = U*S*V'*Delta where Delta = diag(1,1,...,1,-1) and A = USV' is the SVD. Three points if you say something about it. 4 points if you go on to explain or show why this isn't optimal. 5 points if you have a method that produces the optimal A0.
Sept 30 Assignment 3 is here.
Sept 21 There was a typo in the P1 test script for Assignment 2. It has been corrected. Make sure you use the corrected script.
Sept 21 Assignment 1 solutions are available here. Some comments. Not enough attention was given to making informative plots. For example, since one expects FastProd to execute 25% faster than the naive algorithm, the plot should somehow comment on this expected result. Reporting raw times and expecting the reader to do the ratio is not good journalism!. Regarding the Kronecker product problems--never form an explicit Kronecker product. Always run our test scripts exactly. Never submit the output from a modified test script, unless it is accompanied by the results of our test scripts. For the GTD problems, I'm using a grading scale of zero-to-5. You are always welcome to discuss the grading of your assignments.
Sept 20 Assignment 2 test scripts available here.
Sept 6 If you order GVL from Amazon, then I am happy to reimburse you for tax and (regular) shipping. Just give me the receipt.
Sept 2 A1 handout is available. Test cripts P1 and P2 will be available next week.
Aug 29. For Matlab review/reference, I recommend Getting Started with Matlab by Rudra Pratap. For linear algebra review/reference, some good books are mentioned at the top of page 52 in GVL.
Meeting Times: MWF 11:15-12:05, Upson 109
Instructor: Professor Charles Van Loan, 4130 Upson Hall, 255-7644, cv@cs.cornell.edu .
Office Hours: Office Hours are posted here. There will be exceptions and I'll tell you in class. There will be extra times and I will tell you in class. And you can always schedule a special time by sending me email.
TA: I am the TA !
Text: Matrix Computations, 3rd Edition by G.H. Golub and C. Van Loan.
Grading: Six Matlab assignments (30%), three best Go-the-Distance problems (10%), Midterm (30%), and a Final Exam (30%).
| Problems | ||
| Monday | Wednesday | Friday |
| Aug 29 | Aug 31 | Sept 1 |
| Sept 5 | Sept 7 | Sept 9 |
| Sept 12 | Sept 14 | Sept 16 |
| Sept 19 | Sept 21 | Sept 23 |
| Sept 26 | Sept 28 | Sept 30 |
| Oct 3 | Oct 5 | Oct 7 |
| Break | Oct 12 | Oct 14 |
| Oct 17 | Oct 19 | Oct 21 |
| Oct 24 | Oct 26 | Oct 28 |
| Oct 31 | Nov 2 | Nov 4 |
| Nov 7 | Nov 9 | Nov 11 |
| Nov 14 | Nov 16 | Nov 18 |
| Nov 21 | Nov 23 | Break |
| Nov 28 | Nov 30 | Dec 2 |
Date |
Topic |
Reading |
Events |
| Fri Aug 26 | Fundamentals | Chapter 1 | |
| Mon Aug 29 | " | ||
| Wed Aug 31 | " | ||
| Fri Sept 2 | " | Chapter 2 | P1 Out |
| Mon Sept 5 | " | ||
| Wed Sept 7 | " | ||
| Fri Sept 9 | Ax = b | Chapter 3 | |
| Mon Sept 12 | " | ||
| Wed Sept 14 | P1 Due | ||
| Fri Sept 16 | " | P2 Out | |
| Mon Sept 19 | Special Ax=b | Chapter 4 | |
| Wed Sept 21 | " | ||
| Fri Sept 23 | " | ||
| Mon Sept 26 | " | ||
| Wed Sept 28 | Least Squares | Chapter 5 | P2 Due |
| Fri Sept 30 | " | P3 Out | |
| Mon Oct 3 | " | ||
| Wed Oct 5 | " | ||
| Fri Oct 7 | " | ||
| Wed Oct 12 | " | ||
| Fri Oct 14 | Constrained LS | 12.1 | P3 Due |
| Mon Oct 17 | Total LS | 12.3 | Take-Home Midterm Out |
| Wed Oct 19 | Subspaces,Updating | 12.4,12.5 | |
| Fri Oct 21 | " | 1 | |
| Mon Oct 24 | Symm Eigenprob | 8.4 | Midterm Due, P4 Out |
| Wed Oct 26 | " | 8.2, 8.1 | |
| Fri Oct 28 | " | 8.3 | |
| Mon Oct 31 | " | 8.5 | |
| Wed Nov 2 | " | 8.6 | |
| Fri Nov 4 | Unsymm Eigenprob | 7.3 | P4 due |
| Mon Nov 7 | " | 7.1,7.2 | P5 Out |
| Wed Nov 9 | " | 7.4 | |
| Fri Nov 11 | " | 7.5-7.6 | |
| Mon Nov 14 | " | 11.1 | |
| Wed Nov 16 | " | 11.2,11.3 | |
| Fri Nov 18 | Lanczos Methods | 9.1 | P5 Due |
| Mon Nov 21 | " | 9.2 | P6 Out |
| Wed Nov 23 | Conjugate Gradients | 10.1 | |
| Mon Nov 28 | " | 10.2 | |
| Wed Nov 30 | " | 10.3 | |
| Fri Dec 2 | Review | P6 Due | |
| Mon Dec 12 | Final Exam | 9:00 - 11:30, Olin 218 |
| Assignment1 Handout | Scripts | Solution | Go the Distance 1 Handout |
| Assignment 2 Handout | Scripts | Solution | |
| Assignment 3 Handout | Scripts | Solution | |
| Assignment 4 Handout | Scripts | Solution | |
| Assignment 5 Handout | Scripts | Solution | |
| Assignment 6 Handout | Scripts | Solution |
| Midterm | Solution |
| Final | Solution |