University of Kentucky

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MA/CS 622:Matrix Theory and Numerical Linear Algebra II

(SPRING 2012)

MWF 2:00-2:50p.m. CB 337

Dr. Qiang Ye

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

Office Hours:  MWF 3:00-4:00

• Course  Information

• Text:   There is no required text. The following books will be good sources of reference.
• Applied Numerical Linear Algebra by J.W. Demmel, published by SIAM.
• Numerical Linear Algebra and Application, 2nd ed. by Biswa Datta, published by SIAM.
• Numerical Methods for Large Eigenvalue Problems,  and  Iterative Methods for Solving Linear Systems by Youcef Saad; freely available online.

• 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). 

The Free Software Foundation's Matlab clone called Octave  may also be used by those who do not have access to MATLAB.  Octave  works on the following platforms:  Linux, OSF/Alpha, HPUX, SUNOS, and AIX.

• Homeworks

• Other Online Resources:
• Templates for the solution of linear systems, a collection of iterative methods with MATLAB and FORTRAN codes.
• 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