U N I V E R S I T Y O F W I S C O N S I N - M A D I S O NComputer Sciences DepartmentCS513, Spring 14General InformationCourse Name:Numerical Linear AlgebraLectures:Time: TR 12:50-2:15 Place: 1325CSInstructor:Name: Amos Ron Office: CS7381Phone: 262-6621 E-mail: [email protected] Hours: W 5-6, or by appoint.TA:Name: Zach Welch Office: CS1301Office Hours: M 2:30-3:30, T 11-12 E-mail: [email protected] BookNumerical Linear Algebra, L.N . Trefethen and D. Bau, SIAM, 1997. ISBN: 0898713617.Recommended supplementary books:Applied Numerical Linear Algebra, W. W. Hager, Prentice Hall.An Introductio n to Numerical Linear Algebra, C.G. Cullen, PWS, Boston.IntroductionCS513 deals with Numerical Algebra, i.e., problems which are associated with linearsystems of equations, matrices, determinants and other problems which can be reduced tosuch settings.SyllabusThe main topics covered in this course are l isted here. A detailed syllabus may a ppearat the web sit e.Matlab overview, (Lec. 9), and discussion of machine precision (Lec.13)Linear systems: Review of relevant properties of matrices as transformations (Lec.1)Norms of vectors and matrices (Lec.3) Orthogonal transformations (Lec.2)Singular Value Decomposition (Lec.4)Householder transformations (Lec.10), QR factorization (Lec.7) Least squares (overde-termined systems) (Lec.11)Linear systems: LU factorization (Lec.20). Stability and conditioning (Lec.12,14).Pivoting (Lec. 21), complexity. Cholesky factor ization.Eigenvalue problems: the power method (Lec.25,27 ), the bisection method, and theQR method (Lec.28). SVD revisit ed (Lec.31)Iterative methods (the exact syllabus here will be decided later).CodeWe will use Matlab. A Matlab primer (3rd. edition, by Sigmon) is found at our site.Introduction to Matlab is a part of this course. In general, the code is an important meansto get numerical results. Bear in mind that interpreting correctly the output is at least asimportant as the quality of your program.MachineStudent accounts will be accessible from any CS unix machine. Activate your account(by using the ‘newuser’ procedure; t he i nstructions are found in the user rooms) ASAP,and familiarize yourself with the operating system, with an editor of your choi ce, and withMatlab (see above). Your account is already active (with the same login and passwd)if you are a CS major and/or you took a CS class last semester. The operating systemis, essentia lly, Unix. In addition, you will need to use some edit or. A comprehensiveintroduction to the editor vi (recommended if you had used that editor before), is availableat our site on the web.Class Account and class listAll information concerning this class is done via emai l, and via postings at our website.Yo u should read your email frequently: at least once a day. Sending an e-mail message [email protected] send your message to the entire class, including the instructor and TA. The messagesare sent to your “preferred email address”, which you may change/update via MyUW.Archives are available at https://www-auth.cs.wisc.edu/lists/classes/ A valid CSusername and password i s required to access these archives.Our website is at www.cs.wisc.edu/~amos/cs513.htmlMost files are postscript and pdf.AssignmentsWill be assigned on a fortnight ly basis. There will be some shorter assignments thatwill be due a week after they are released. Due time will appear on each assignment.Past due penalties apply as follows:(1) Up to 6 cl ass days (accumulated throughout the semester): no penalty.(2) You loose 10% from the grade of t he assignment for each day in access of the 6days above. The calcula tion is done for each assignment separately.In this context “a class day” is each day when classes are held in UW. Late assignmentsmust be put in the TA’s mailbox (5 th floor CS building) .Save your grace days: you will not be granted further days even in case of a familyemergency, or an illness. In particula r, spending your grace days on the short assignmentsis, off-hand, unwise.Grading PolicyOne mid-term (30%), one final (40%), homework assignments (40%). Grades above100 are considered as “A”. All other gra des are compet itive. Final is comprehensive. Nomake-ups. Note: the midterm is (tentatively) scheduled for March 12 7:15-9:15. Reporton any conflict as soon as possible!85 minute lectures??? do we read it right?Some might believe that they get here more education for t heir money. Unfortunately,this is not exactly the case: you ar e getting more convenience here. Lectures of 8 5 minutesare in lieu of make-up sessions for lost and canceled classes.Scholastic DishonestyThere will be a st rict adherence to UW rules if such matters arise. I stress that adisclosure of any part of your written assignment to another student is considered a breach.PrerequisitesThe formal prereq. are math 340 a nd CS 302. In any case a good background in linearalgebra is essential for your success in this course (yet doesn’t guarantee this