E0 299: Computational Linear Algebra


  • Announcements:

  1. The first meeting is on August 8 at 11:30 am in B-308 (EE department).

  2. The lecture will be for 2 hours (11:00am to 1:00pm) from August 22 to September 26.

  3. Problem sets and solution keys will be posted on Piazza.

  4. The first test will be on September 24 from 11am - 12:30pm.

  5. The second test will be on October 26 from 4:00pm - 5:30pm.

  6. Starting October 10, the lecture will be from 11:00am to 12:30pm.

  7. Starting October 29, the lecture will be from 11:00am to 1:00pm.

  8. The third and final test will be on November 17 from 3:00pm - 4:30pm.

  9. The final exam is on December 5 from 9am - 12pm.

  10. The final lecture is on Nov 21.

Course Details


  • Term: August - December 2019.

  • Credits: 3:1.

  • Webpage: tiny.cc/CLA2019.

  • Piazza: https://piazza.com/iisc.ernet.in/fall2019/e0299

  • Hours: Tuesday and Thursday (11:00 - 12:30 hrs).

  • Venue: B-308.

  • Instructor: Kunal N. Chaudhury (kunal@iisc.ac.in).

  • Teaching Assistants: Pravin, Haritha, Amal.

  • Grading: math problems (15%), coding assignments (15%), tests (20%), final exam (50%).

  • Objective: To provide a good mix of geometric intuition, theorem proving, and how things can be computed efficiently. This is really an introductory course on linear algebra with a focus on theory, but we will also touch upon some algorithmic aspects without getting into details (coding assignments will be given in this regard).

  • Syllabus:

Theory: Solution of linear equations, vector space, linear transformation, matrix representation, inner-products and norms, orthogonality, least squares, trace and determinant, eigendecomposition, symmetric (Hermitian) matrices and quadratic forms, singular value decomposition, and applications.

Computations: Gaussian elimination, iterative methods, QR decomposition, eigenvalues, power method, QR algorithm.

  • Textbooks:

  1. S. Axler, Linear Algebra Done Right, Springer, 2015.

  2. G. Strang, Linear Algebra and its Applications, Wellesley-Cambridge Press, 2016.

  3. L. Trefethen and D. Bau, Numerical Linear Algebra, SIAM, 1997.

  • Web resources:

  1. http://ocw.mit.edu/18-06S05 (video lectures by Strang)

  2. http://linear.axler.net/LinearAbridged.pdf (abridged textbook)

  3. http://vmls-book.stanford.edu/ (applications of linear algebra)

  4. http://immersivemath.com/ila/index.html (has nice visualizations)

  5. https://math.stackexchange.com/?tags=linear-algebra (lots of Q/A)