CS-5485 (CRN 92013) and MATH-5485 (CRN 94358)
Numerical Analysis and Software
Instructor: Dr. Yang Cao, ycao@vt.edu,
Office Location: 2160L Torgersen Hall
Office Hours: TR, 10:00am-11:00am, or by appointment.
Class Location: WHIT 349, Class time: TR, 2:00-3:15pm
Web page: www.cs.vt.edu/~ycao/cs5485/
Prerequisites: Graduate standing.
Topics Covered:
1. Advanced Mathematics related to Matrix Computation (SVD, Matrix Decomposition, etc.)
2. Direct Methods in Solving Linear Equations
3. Iterative Methods in Solving Linear Equations
4. Special Linear Systems
4. Basic Error Analysis (forward and backward)
5. projection methods, Krylov space methods
6. Eigenvalue Problems
7. Parallel computation for large scale problems
Text:
Youssef Saad, Iterative Methods for Sparse Linear Systems (2nd edition). Available on the web at www-users.cs.umn.edu/~saad/books.html.
References:
Lloyd Trefethen and David Bau, Numerical Linear Algebra. SIAM, Philadelphia, 1997.
Gene Golub and Van Loan, Matrix Computations (Johns Hopkins Studies in Mathematical Sciences)(3rd Edition), 1996
Anne Greenbaum, Iterative Methods for Solving Linear Systems, SIAM, Philadelphia, 1997.
Youssef Saad, Numerical Methods for Large Eigenvalue Problems, Manchester University Press, 1992. Available on the web at www.users.cs.umn.edu/~saad/books.html.
Henrici, Elements of Numerical analysis, Wiley, 1964
Teaching
Lectures in this class will mainly be blackboard writing. There will be occasions that the professor is out of town. In that situation, reading assignment will be given.
Grading policy:
The course grade consists of an open book midterm, a course project, and a term paper. If not specified, programs can be written in either C, C++, Matlab, or Fortran. Matlab is recommended for homework assignment, but you may need to use Fortran for the project. If your code is not in Matlab, you are required to provide the source code and a makefile that runs on Unix system. Late homework will not be accepted. The final grade will be calculated and adjusted using normal distribution.
Disabilites:
Please let me know if you have a disability which requires special arrangements.
Honor System:
The University Honor System applies to all academic work at the university, including this course and all the assignments. For details, check http://www.honorsystem.vt.edu/.