Numerical Linear Algebra, CME 302

E. Darve
Autumn 2016
CME 302 Course Information
Autumn 2016
CME 302 provides in-depth knowledge of matrix computations. It covers extensively algorithms for eigenvalue and eigenvector computations, the singular value decomposition and iterative methods for solving matrixvector equations. The course material is consolidated by weekly assignments, a midterm exam and a final exam.
Assignments and exams cover both application of algorithms and the mathematical theory on which they are
based.
The instructor is Prof. Eric Darve, 520-125, darve@stanford.edu. Prof. Darve is an Associate Professor in
Mechanical Engineering and an affiliated faculty member of ICME.
The course has three teaching assistants. All are graduate students in the Institute for Computational and
Mathematical Engineering (ICME) and very knowledgeable in this field of mathematics:
Ron Estrin
restrin@stanford.edu, head TA
Ruoxi Wang
ruoxi@stanford.edu, TA
Luyang Chen lych@stanford.edu, TA
We will be using https://canvas.stanford.edu to manage on-line content for this class. This web site contains:
The homework assignments. The first one is due this Friday. Check it out.
The material for this class. We will typically not distribute handouts in class.
The grades
A discussion forum
A live chat during office hours
How to get support? Your first port of call for questions is the online discussion forum on canvas. The forum
will be monitored daily by one of the TAs. Email the instructor at darve@stanford.edu for confidential questions
and concerns, or if an issue arises with one of the TAs.
Lectures will usually take place on Monday and Wednesday. Due to travel, some of the lectures will be moved
to Friday, at the usual time and place. This week, there will be no lecture on Friday.
Prof. Darves office hours are on Tuesday from 24pm in 520-125. TAs will have office hours on Monday
79PM, Tuesday 46PM, and Tuesday 79PM. Information will be posted on canvas in the Calendar.
We will hold recitations on Wednesday from 7pm to 9pm. These recitations are optional. They are meant to
reinforce the material covered in class. No new material will be introduced. Typically, the TA will go over some
problem sets, will review some of the course material, answer your questions. If you attend these recitations,
please think about some questions or topics you would like reviewed. These will be interactive sessions with a
small number of students.
The first recitation is this Wednesday and will cover Julia. There wont be a session next week. We will also
do exam reviews during these recitations.

We recommend buying the following book for this class: Matrix Computations, by Gene H. Golub and
Charles F. Van Loan. The new edition is the 4th edition.1 Although some find this book difficult to read, it is
fairly concise and cover a wide range of topics. It is a very useful reference, even after this class is over.
Other options include Numerical Linear Algebra by Lloyd N. Trefethen and David Bau III. We have an electronic copy of the book on the forum. This book is probably easier to read, but can become verbose sometimes
and can dwell on side topics.
Another option is Applied Numerical Linear Algebra by James W. Demmel. This book is more focused on
numerical libraries in Matlab and LAPACK.
Towards the end of the class, we will cover methods to solve linear systems with sparse matrices. We will
follow roughly the first four chapters in Direct Methods for Sparse Linear Systems by Timothy A. Davis. This
topic is rather different from the rest of the class with a focus on graph theory.
The final grade will be determined using:
Assignments
40%
Midterm exam 20%
Final exam
40%
There will be a total of eight weekly graded assignments. Assignments are typically handed out on Wednesday and due the Wednesday after.
Late policy: there is a 10% penalty for being late. We will not accept homework beyond one day (24 hours)
after the deadline.
How to submit after the deadline? We request that you send us an electronic copy of your homework. This
facilitates the logistics considerably. To create an electronic copy, we recommend using a PDF scanner app on
your phone, or using the scanner in the lobby of ICME (basement of Huang). If you use your phone, make sure
there is reasonable lighting. Email the document to Ron restrin@stanford.edu.
Its all about learning! After getting back your graded paper, we will give you an opportunity to submit a
revised paper. Your revised paper should contain: for each problem where you made a mistake, a short description of the mistake you made, and the correct solution (you cannot copy the solution set). If you complete this,
we will give you back 50% of the lost points. You have 5 days to turn in your revised paper (before Monday in
class the week after). There are no late days for this.
The midterm will be in class on Monday October 26. It is a closed book and closed note exam.
The final exam will be on Thursday December 15 from 8:30 to 11:30am. As the midterm, the final exam is
closed book.
You will have short programming assignments. It is expected that you complete those using Julia. Matlab
will be accepted as well.
To use Julia, you can install the software on your computer or you can go to https://juliabox.com to use Julia
from a web browser. Julia is quite similar to Matlab. This page
http://docs.julialang.org/en/release-0.4/manual/noteworthy-differences
has more information on the differences. A good introduction to Julia can be found in this class from Quantitative Economics
http://lectures.quantecon.org/jl/learning_julia.html
See also http://julialang.org/learning and http://stanford.edu/class/ee103/julia.html.
The first recitation this Wednesday will go over Julia.
1

Publication Date: December 27, 2012 ISBN-10: 1421407949 ISBN-13: 978-1421407944

Finally, we are preparing a course reader for this class. Its still a work in progress! This year you will see the
first draft. Please help us improve it. We will give 1 to 5 bonus points to homeworks if you provide feedback on
the book (typos, errors, comments, suggestions, etc).
This will be a fun class. We hope you enjoy it!

We take the honor code very seriously. Here is an excerpt from the Stanford honor code:
that they will not give or receive aid in examinations; that they will not give or receive unpermitted aid in class work, in the preparation of reports, or in any other work that is to be used by the
instructor as the basis of grading
We will report any case where computer codes are similar. If you end up copying a piece of code, either willingly
or inadvertently, you will be reported. Note that the student who lets others copy his work is just as guilty as
those who copy.