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Course: Math / CS 243B, Advanced Topics in Numerical Analysis (Advanced Numerical Linear Algebra)
Office hours (tentative): T Th 10:00-12:00 + 6:45-7:15, by appointment or (for questions related to the course) any
time I’m not busy
Text: Numerical Linear Algebra by Lloyd Trefethen and David Bau, SIAM Press, 1997
Suggested References:
Also note that Trefethen and Bau is a popular text book for graduate numerical analysis courses and you will find
material on the web relating to the text. Several sites of particular note are
1. http://math.mit.edu/~persson/18.335/ has a complete set of slides for lectures from the T+B text as well as
other material
2. http://web.comlab.ox.ac.uk/nick.trefethen/tcc (see the files with tcc replaced by tcclec1.pdf, tcclec2.pdf, …
tcclec6.pdf) has lecture notes made by text author, Nick Trefethen
3. http://www.math.gatech.edu/~alben/Math6643Fall2008/ has a few videotaped lectures related to T+B’s text
Computing in the course: We will augment the material in the text with numerical examples. You will find it
important to use Matlab for some of your assignments. I have a license to distribute Matlab 5.3 for you to take
home and use for the semester. This version of Matlab will be adequate for most of the course but unfortunately it
does not, apparently, work for those of you who use 64 bit operating systems. The most recent version of Matlab is
version 7.7 which is available on the Math Department labs in MH221. The student edition of Matlab 7 costs about
$100 and will be adequate for the material in the course.
Math 110L: I encourage you to enroll in Math 110L in order to have access to Matlab 7 in the department lab. This
costs you nothing if you are a regularly enrolled student.
Learning Objectives: To understand the commonly used algorithms for the topics listed above. To be able to
compare these algorithms in terms of efficiency, accuracy and reliability. To understand the derivations of the
algorithms and the major theoretical results related to the algorithms, including their proofs. To develop the skills
required to investigate a specific topic in depth and present the results of the investigation orally and in writing.
Cheating: Don’t. On homework assignments you may discuss the assignments with other students but don’t copy
their work. Also you can find solutions to some of the homework problems from Trefethen and Bau’s text on the
web. Doing homework problems by yourself or as part of a study group is the educational (and fun!) part of the
homework. I much prefer that you work in this manner. If you or your study group gets help with a solution from the
web cite the source!!