University of Kentucky

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

Fall 2024

Instructor

     Dr. Qiang Ye
     Office: 735 Patterson Office Tower
     Phone:257-4653
     Email: qye3 "at" uky . edu
     Office Hours: MWF 2:00-3:00

Textbook

Text: Applied Numerical Linear Algebra by J.W. Demmel, published by SIAM.
List of Errata for the book
Supplemental reading:
Numerical Linear Algebra by Lloyd N. Trefethen and David Bau III , published by SIAM.
Numerical Linear Algebra and Application, 2nd ed. by Biswa Datta, published by SIAM.
Matrix Computations by Gene H. Golub and Charles F. Van Loan

Computing

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 Second, Matlab Primer 3.5 is a free brief manual only slightly out of date.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 also provides a good introduction to MATLAB.

UK has a campus-wide license for MATLAB, which you can download here.

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

Course Coverage

The course studies numerical algorithms and their theoretical background and analysis for solving dense linear algebra problems that include linear systems of equations, linear least squares problems, matrix eigenvalue problems, and matrix singular value problems. It will cover most of the first five chapters of the text.

Some links of interest

Octave online
Notes on IEEE Floating Point Arithmetic, by Prof. W. Kaha