Evangelos A. Coutsias, Math 464
Math 504/CS 575: Numerical Linear Algebra
10484 - 001 --- M W F 12:00-12:50 Hum. 424
Required Text: L.N. Trefethen and D. Bau
Numerical Linear Algebra
Computing Projects
The computing projects should be done using
MATLAB.
Some good reference sites are
Numerical Methods ,
and
Netlib .
Arnoldi Package .
Some helpful matlab commands and functions are summarized in
Chapter 1
while the linear algebra commands are summarized in
Chapter 9 of the text "MATLAB Guide" by Higham and Higham (SIAM, 2000).
house.m script for Householder QR
mgs.m script for Modified Gram-Schmidt QR
psa.m script for computing Pseudospectra
radke.ps.gz Radke's thesis on implementing Arnoldi in Matlab (gzip)
Outline
Homework Problems