MAT 229A Syllabus Page (Winter, 2006)
Course: MAT 229A
CRN: 82575
Title: Numerical Methods in Linear Algebra
Class: Wellman 127, MWF 12:10-1:00pm
Instructor: Thomas Strohmer
Office:
Phone: 752-1071
Email: strohmer@math.ucdavis.edu
Office Hours: MW 3:00pm-4:00pm or by appointment via email
Course Objective:
Numerical linear algebra is a subject of tremendous importance for
scientific
and engineering applications. The course objectives include:
- To learn and understand important concepts and algorithms of
numerical
linear algebra so that one will be able to choose appropriate algorithms
for their own problems and will be able to use the packages not as a
complete black box.
- To have an experience of applying such algorithms to simple yet
practical
problems in science and engineering. I will use examples ranging from
image processing to geophysical inverse problems.
Topics:
The following topics will be covered:
- Singular Value Decomposition (SVD)
- Projections, QR Factorization, and Least Squares Problems
- Conditioning, Stability, and Ill-Posed Problems
- Applications of the above to Signal and Image Processing,
Communications, Statistics, and Inverse Problems
Text:
We use the following text with many supplemental papers and handouts.
- Required: L.N.Trefethen and D.Bau, III, Numerical Linear Algebra,
SIAM, 1997.
- Optional: J.Demmel, Applied Numerical Linear Algebra, SIAM, 1997.
- Optional: G. H. Golub and C. F. Van Loan, Matrix Computations, 3rd
Ed.,
Johns Hopkins Univ. Press, 1996.
Prerequisite:
- Strong motivation to solve numerical problems in your own field.
- Basic understanding of linear algebra, such as MAT 22A, 167, or equivalent.
- Some familiarity with numerical experiments on computer, such as MAT
128AB or equivalent (not necessarily to have extensive experience)
- Some experience in Matlab is preferable, but not required.
Grading Scheme:
- 50% Homework
- 50% Final Report
Homework:
I will assign homework including both analytical and programming exercises
weekly (roughly). Late homework will not be accepted.
A subset of these problems will be graded.
While working in a small group (2 to 3 students) is allowed, each student
hasto turn in his/her own homework.
Final Report:
The other half of your grade will be determined by your final report. Here,
you need to write a report on one of the following topics: TBA
Matlab Information: