CMSE 823 - Numerical Linear Algebra
Spring 2019
Professor: Jianliang Qian
Office: C306 Wells Hall
Phone: (517)353-6334
Email: qian@math.msu.edu
Lectures: Tu Th 10:20 AM -11:40 AM
Location: A120 Wells Hall
Office Hours: Tu 1-2pm, Th 3-4pm, and by appointment
Teaching Assistant: Jian Song; office: C519 Wells Hall
Course Website: http://www.math.msu.edu/~qian/823.19s/index823.html
Description and Contents
Numerical Linear Algebra is mainly about numerical linear algebra which is the foundation
for computational mathematics and scientific computing. The following topics are intended to be covered (tentatively):
- Triangulation and Schur complement;
- Least squares and linear systems;
- Eigenvalue problems;
- Iterative methods.
Required Textbook
- N. Trefethen and D. Bau, III, Numerical Linear Algebra, SIAM, 1997.
Recommended Textbook
- G. Golub and C. Van Loan, Matrix Computation, Johns Hopkins U. Press, 1996.
Homework and Projects
- This will be a computationally intensive course, including programming and written assignments.
- The computational problems will utilize MATLAB, but other languages (Fortran, C, C++, etc) are acceptable as well.
- Homework due in class. No late homework accepted.
Exams
- Final Project: TBA
- Final Exam: Friday, May 3 2019 7:45am - 9:45am in A120 Wells Hall.
Grading based on
- Class participation (10%), assignments (50%), Final Project (20%), Final Exam (20%).
- 4.0: 90% - 100%; 3.5: 80% - 89%; 3.0: 70% - 79%; 2.5: 60% - 69%; 2.0: less than 60%.
Assignment
Homework Assignment 1: PDF file. As indicated
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