University of Kentucky

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MA/CS 522:Matrix Theory and Numerical Linear Algebra I

(Fall 2009)

Dr. Qiang Ye

735 Patterson Office Tower, Phone:  257-4653,  Email:   qye@ms.uky.edu

Office Hours:  MWF 2:00-3:00

• Course  Information

• Text:   Applied Numerical Linear Algebra by J.W. Demmel, published by SIAM.
• List of Errata for the book

• Access to a computer on which a recent version of  MATLAB  runs is required  for this course. MATLAB documentation is available from at least two sources.  First,  MATLAB  has an extensive on-line help facility  (just type "help"  or  "help commandname"  in MATLAB).  Second, Matlab Primer 3.5 is a free brief manual only slightly out of date. Moler’s book (Charpter 1 – Iteration) also provides a good introduction to MATLAB and can be downloaded here.

The Free Software Foundation's Matlab clone called  Octave  may also be used by those who do not have access to MATLAB.  

• Homeworks:


• Solution for Homework 2.
• Solution for Homework 3.
• Homework 4: genmat.m is the program needed.
• Solution for Homework 5.
• Homework 6: Hint for Problem 1 part 1: You can prove that T is invertible by verifying its inverse is I-V^T (A+UV^T)^-1 U.
• Solution for Homework 6.
• Midterm Test of 2008.
• Solution for Homework 7.
• Solution for Homework 8.
• Solution for Homework 9.
• Homework 8: QRStability.m is the program needed.

• Other Online Resources:
• Templates for the solution of linear systems, a collection of iterative methods with MATLAB and FORTRAN codes.
• Numerical Methods for Large Eigenvalue Problems,  and  Iterative Methods for Solving Linear Systems by Youcef Saad
• Netlib, a repository of numerical software and related documentation
• Netlib Search Facility, a way to search for the software on Netlib that you need
• GAMS - Guide to Available Math Software, another search facility to find numerical software
• LAPACK, state-of-the-art software for dense numerical linear algebra on workstations and shared-memory parallel computers. Written in Fortran.
• CLAPACK, a C version of LAPACK.

(For a partial C++ version, see LAPACK++ on Roldan Pozo's homepage)

• LAPACK Manual
• ScaLAPACK, a partial version of LAPACK for distributed-memory parallel computers.
• LINPACK and EISPACK are precursors of LAPACK, dealing with linear systems and eigenvalue problems, respectively.
• PETSc: Portable, Extensible, Toolkit for Scientific Computation
• NHSE - National High Performance Computing and Communications Software Exchange, pointers to related work across the country.
• Notes on IEEE Floating Point Arithmetic, by Prof. W. Kaha
• Report on arithmetic error that cause the Ariane 5 Rocket Crash