MA3514

MA6606 -- Computational Linear Algebra

Instructor:

Dr. Ya Yan Lu
Department of Mathematics
City University of Hong Kong
E-mail: mayylu@cityu.edu.hk
Phone: 2788-7436

Lecture Notes:

Brief lecture notes will be distributed in the class. If I have time to revise the notes, I will also distribute the revision in the class. You can download the complete lecture notes here.

Reference Book:

Numerical Linear Algebra, by L. N. Trefethen and D. Bau, Society for Industrial and Applied Mathematics, 1997.
Matrix computations, by Gene H. Golub and Charles F. Van Loan, 3rd ed., Johns Hopkins University Press, 1996.

Topics:

More on linear algebra.
QR factorization and least squares.
Linear system of equations.
Matrix eigenvalue problem.
Iterative methods.

Requirements:

Final exmination --- 60% of the final grade.
Homework assignments -- 40% of the final grade.

Old exam papers:

Exam paper for academic year 2004-2005.
Exam paper for academic year 2003-2004.
Exam paper for academic year 2002-2003.
Exam paper for academic year 2001-2002.
Exam paper for academic year 2000-2001.
Exam paper for academic year 1999-2000.
Exam paper for academic year 1998-1999.

Assignments:

Assignment No. 1 --- Questions 5, 7, 10 on page 17 and questions 6, 8 on page 23. Question 8 was not in the original lecture notes. It can be downloaded here. Due date: 4 October 2005.
Assignment No. 3 --- Questions 2, 3, 6 and 8 on page 46 and page 47.