Dr. Ding Lu
Office: 965 POT
Phone: (859) 257-3745
Email: Ding{dot}Lu{at}uky{dot}edu
Office Hours (online): MWF 14:00–15:00
In this course we are going to learn about the four fundamental problems in linear algebra: the linear systems of equations, linear least square problems, matrix eigenvalue problems, and singular value decomposition. We will discuss the mathematical basis and the numerical methods for the solution of those problems, with topics covering the matrix factorization techniques, perturbation theory, rounding error analysis, implementation schemes, and efficiency analysis of the algorithms. We will focus on the so-called ‘direct’ solvers, targeting at problems of small to medium size, whereas the methods for large-sparse problems will be left to the advanced course of CS/MA 622.
Applied Numerical Linear Algebra by James W. Demmel, SIAM, 1997.