MATH46101/MATH66101 Numerical Linear Algebra 2020/2021
Announcements
- I have a PhD position in Fast and Reliable Algorithms for High-Performance Numerical Linear Algebra available for a 2021 start. If you are interested or would like to know more please speak to me.
- You may be interested in this link on the SIAM website: Thinking of a Career in Applied Mathematics.
Handouts
- Cholesky Factorization ... Solutions to examples.
- QR Factorization ... Solutions to examples
- LU Factorization ... Solutions to examples.
- LU Factorization Example
- Iterative Methods ... Solutions to examples.
- The Kronecker Product ... Solutions to examples.
- CG Method and Preconditioning
Assignment
Make sure to read the FAQ about the assignment. For those students who wish to typeset their assignment in LaTeX, you may want to look at Overleaf, which allows you to run LaTeX in a browser without having to install it on your machine.Kahoot Quizzes
- Quiz 1 (matrix multiplication etc.)
- Quiz 2 (Cholesky and QR)
- Quiz 3 (triangular, LU)
- Quiz 4 (LS and SVD)
- Quiz 5 (iterative solvers)
- Quiz 6 (eigenvalues)
MATLAB
Background on MATLAB for those wishing to know more. MSc students: see also the introductory lectures you received about MATLAB.- Introduction to MATLAB
- MATLAB Functions
- MATLAB Cheatsheet
- You might also find this MATLAB tutorial website useful.
- MATLAB Worksheets
- Worksheet 1
- Worksheet 2. M-file template: funprobe.m
LaTeX
I encourage you to typeset the assignment in LaTeX. Some useful links:- Top Tips for New LaTeX Users (PDF). Blog post version.
- How To Typeset an Ellipsis in a Mathematical Expression
Further Reading
My What Is series of articles, which are available as blog posts and in PDF form at this GitHub repository, are useful further reading. They cover many of the topics in this course. The following articles are also worth consulting.- David Gleich, Expanders, Tropical Semi-Rings, and Nuclear Norms: Oh My!, XRDS: Crossroads, The ACM Magazine for Students, 19(3) 32-36, 2013. What does "The Matrix" have to do with "The Social Network"?
- Desmond J. Higham and Alan Taylor, The Sleekest Link Algorithm, Mathematics Today, 39(6):192-197, 2003. An article explaining the maths begind Google's PageRank algorithm.
- Nicholas J. Higham, Cholesky Factorization, WIREs Comp. Stat., 1(2):251-254, 2009.
- Nicholas J. Higham, Gaussian Elimination, WIREs Comp. Stat., 3(3):230-238, 2011.
- Nicholas J. Higham, Numerical Linear Algebra and Matrix Analysis, In N. J. Higham, M. R. Dennis, P. Glendinning, P. A. Martin, F. Santosa, and J. Tanner, editors, The Princeton Companion to Applied Mathematics, pages 263-281. Princeton University Press, Princeton, NJ, USA, 2015.
- Nicholas J. Higham, The Singular Value Decomposition, In N. J. Higham, M. R. Dennis, P. Glendinning, P. A. Martin, F. Santosa, and J. Tanner, editors, The Princeton Companion to Applied Mathematics, pages 126-127. Princeton University Press, Princeton, NJ, USA, 2015.
- Gilbert Strang, Row Rank Equals Column Rank: Four Approaches, IMAGE (The Bulletin of the International Linear Algebra Society), 53:17, 2014.
Textbooks
The following list comprises a subset of the textbooks on the syllabus that are available electronically (e-books). Note that you must be either on campus or logged in via VPN in order to access SIAM e-books.
- Timothy A. Davis. Direct Methods for Sparse Linear Systems, Society for Industrial and Applied Mathematics, Philadelphia, PA, USA, 2006. ISBN 0-89871-613-6. xii+217 pp. E-book at SIAM
- James W. Demmel. Applied Numerical Linear Algebra. Society for Industrial and Applied Mathematics, Philadelphia, PA, USA, 1997. ISBN 0-89871-389-7. xi+419 pp. E-book at SIAM.
- Desmond J. Higham and Nicholas J. Higham. MATLAB Guide, Third edition, 2017. Society for Industrial and Applied Mathematics, Philadelphia, PA, USA, 2000. ISBN 0-89871-469-9. E-book at SIAM (second edition).
- Nicholas J. Higham. Accuracy and Stability of Numerical Algorithms. Society for Industrial and Applied Mathematics, Philadelphia, PA, USA, second edition, 2002. ISBN 0-89871-521-0. xxx+680 pp. E-book at SIAM.
- Yousef Saad. Iterative Methods for Sparse Linear System}. Society for Industrial and Applied Mathematics, Philadelphia, PA, USA, second edition, 2003. ISBN 0-89871-534-2. xviii+528 pp. E-book at SIAM.
- G. W. Stewart. Matrix Algorithms. Volume I: Basic Decompositions. Society for Industrial and Applied Mathematics, Philadelphia, PA, USA, 2001. ISBN 0-89871-503-2. xix+469 pp. E-book at SIAM.
- G. W. Stewart. Matrix Algorithms. Volume II: Eigensystems. Society for Industrial and Applied Mathematics, Philadelphia, PA, USA, 2001. ISBN 0-89871-503-2. xix+469 pp. E-book at SIAM.
Links Mentioned in Lectures
- The paper The QR Algorithm: 50 Years Later its Genesis by John Francis and Vera Kublanovskaya and Subsequent Developments, by Gene Golub and Frank Uhlig (2009).
- Cartoon (Daily Mirror, 1952) about Turing and Wilkinson.
- Online Appendix A: Introduction to Matrix Computations, from the book Numerical Methods in Scientific Computing, Volume I, G. Dahlquist and A. Björck, SIAM, 2008.
- The Origins of MATLAB (video), by Cleve Moler.
- The Golden Age of Scientific Computing (video), by Chris Johnson.
Examination
The exam format will be the same as previous years, with a Section A (answer all questions) and a Section B (answer two questions out of three). Note that if more than two questions from Section B are attempted, credit will be given for the first two answers. If you don't want a question to be marked you must cross it out.Past papers for the last three years' exams can be found at this University web page.
Feedback on the last three years' examination is available in these documents:
- @nhigham
- @nla_grp. Numerical linear algebra group.
- @walkingrandomly. Contains interesting maths and maths software information.
- @TeXtip - tips on (La)TeX.