Math 441---Numerical Linear Algebra & Optimization

Fall Semester 2004

• Class Meets: 11:00-12:15 am, TuTh, in Wilson 1-134
• Instructor:
  Curt Vogel
  2-210 Wilson Hall
  ph. 994-5332
  e-mail: vogel@math.montana.edu
  Office Hours: 10:00-10:50, TuTh
• Textbook
  Fundamentals of Matrix Computations, Second Edition, by David S. Watkins,
  published by Wiley.
  Errata (list of corrections)
• MATLAB Software
  Students will be expected to use MATLAB for some of their homework assignments. For more information, check out the following links.
  Mathworks home page
  MATLAB Tutorials
• Course Outline:
  Floating Point Arithmetic
  Review of Linear Algebra
  Gaussian Elimination & Its Variants
  Least Squares Problems
  Eigenvalues & Eigenvectors
  Singular Value Decomposition
  Numerical Optimization & Nonlinear Systems
• Grading:
  HW & Projects --- 40%
  Midterm Exam --- 30%
  Final Exam ----- 30%

  The final exam is scheduled for 4:00-5:50 pm, Wednesday, Dec 15, 2004. Students are strongly encouraged to work together on homework assignments. Late homework will be accepted only with the advanced permission of the instructor.

• Tutorial on Floating Point Arithmetic at this web link.
• Homework Assignment 1: Due Thursday, Sept. 9, 2004.
  Click here for homework assignment in PDF format.
  Click here for MATLAB m-file to demonstrate effects of floating point arithmetic on finite difference approximations.
  Click here for PDF file with information about the floating point demo.
• Homework Assignment 2: Due Tuesday, Sept. 21, 2004.
  Click here for homework assignment in PDF format.
• Homework Assignment 3: Due Thursday, Oct. 7, 2004.
  Click here for homework assignment in PDF format. MATLAB code for you to use test your code in Exercise 1: TestHW3.m and trilu_decomp.m
• Homework Assignment 4: Due Tuesday, Oct. 19, 2004.
  Click here for homework assignment in PDF format. MATLAB templates for Exercise 1-3: Demo_ls.m, rotation_mat.m, and ls_rotation.m.
• Exam 1 is scheduled for Thursday, Oct. 21, 2004. Your are allowed to bring up to 3 pages of prepared notes to the exam, but not your textbook or additional notes or computers.
  Click here for a previous M441 exam.
• Homework Assignment 5: Due Thursday, Nov. 4, 2004.
  Click here for homework assignment in PDF format.
• Homework Assignment 6: Due Tuesday, Nov. 23, 2004.
  Click here for homework assignment in PDF format.
  Click here to download MATLAB power method demo code.
• Homework Assignment 7: Due Tuesday, Dec. 7, 2004.
  Click here for homework assignment in PDF format.
  Click here to download MATLAB bisection method demo code.
  Click here to download MATLAB Newton's method demo code.
• Handouts
  Click here for notes on convergence of quasi-Newton methods.
  Click here for notes on line search globalization.