# MATH 504: Numerical Linear Algebra

Time and Place: Tuesday/Thursday 9:30 am - 10:45 am, SMLC 352
Instructor: Jehanzeb H. Chaudhry (Zeb), jehanzeb@unm.edu, www.math.unm.edu/~jehanzeb
Office Hours: Tuesday: 1:30 - 3:00 pm, Wednesday: 9:00 - 10:30 am (SMLC 328)

Texts :
• Numerical Linear Algebra, by Trefethen and Bau SIAM
• Matrix Computations, by Golub and Van Loan John Hopkins
• Iterative Methods for Linear and Nonlinear Equations, by C. T. Kelley Free PDF at SIAM
Other Recommended Texts :
• Applied Numerical Linear Algebra, by Demmel SIAM
• Linear Algebra and Its Applications, by Strang Amazon

Course Description:   Direct and iterative methods of the solution of linear systems of equations and least squares problems. Error analysis and numerical stability. The eigenvalue problem. Descent methods for function minimization, time permitting. For each algorithm we investigate its efficiency, stability and accuracy. Efficient implementation of common algorithms in Numerical Linear Algebra and analysis of the effects of finite precision on stability. Master proof techniques commonly used in numerical linear alegebra (and numerical analysis in general).

Computation You can use either Python, Matlab or C/C++ for the computations.

#### *Python

I find Python along with the libraries numpy, scipy and matplotlib better than Matlab. Python has a very gentle learning curve, so you should feel at home even if you've never done any work in Python.

#### *Matlab

• A simple tutorial (intended for Math 375) MATLAB tutorial (PDF) script with all commands(matlab_tutorial.m) ApproxExp.m f1.m df1.m MyDeriv.m my_funky_fcn.m
• MTU
• MIT
• #### *C/C++

C/C++ is like a double shot espresso. If you don't know what it is, its better to steer clear.

60-70% Homework
0-10% Class Participation
30% Exams (10% for Midterm + 20% for Final)

Weights: Maximum of

• 70% HW + 30% Exams
• 60% HW + 10% Participation + 30% Exams

After the above weighted score has been calculated, letter grades will be assigned according to the following scheme: A, 90 or above, B, 80 or above, C, 70 or above, D, 60 or above, F below 60. However, the instructor reserves the right to “curve” grades to offset unforeseen circumstances. The curving of grades will never decrease a student’s letter grade below that given by the above formula.

Important Dates:
Midterm Exam :   March 2 (Thursday), in Class
Final Exam:   May 9 (Tuesday), 7:30 am - 9:30 am (Ouch!)

Homeworks: The homeworks will have both a computational and theoretical component. Late homeworks will not be accepted.
Computational Exercises