Numerical Linear Algebra

This course encompasses essential and some cutting-edge concepts, algorithms, theories, and implementations in numerical linear algebra. Students will gain comprehensive insights and hands-on experience, exploring the subject from applications, mathematics, and computation perspectives.

Linear Algebra, Calculus, Introduction to Computational Mathematics, Programming Language (e.g., Python, MATLAB, Julia, C, C++, or CUDA), Mathematical Analysis

• Midterm Exam: 35%

• [A] Final Exam: 35% or
  [B] Project oral presentation (10%) and written report (25%) (option if Midterm Exam > 25%)

• Lab: 10%

• Homework or Quiz (truth-or-false, fill-in-the-blank, or short-answer questions): 10 %

• 5 to 20-min-presentation or other proof showing your efforts (e.g., working on more homework problems, comprehensive notes, paper reading, etc.): 10%

[vGM] "Advanced Linear Algebra: Foundations to Frontiers" by Robert van de Geijn, Margaret Myers, 2023. [web, pdf]

• "Numerical Linear Algebra" by Lloyd N. Trefethen and David Bau III, SIAM

• "Linear Algebra and Learning from Data" by Gilbert Strang, ISBN: 9780692196380, 2019

  • • https://ocw.mit.edu/courses/mathematics/18-065-matrix-methods-in-data-analysis-signal-processing-and-machine-learning-spring-2018/index.htm 

• "Introduction to Applied Linear Algebra – Vectors, Matrices, and Least Squares" by Stephen Boyd and Lieven Vandenberghe (http://vmls-book.stanford.edu/)

• "Mathematics for Machine Learning" by Marc Peter Deisenroth, A. Aldo Faisal, and Cheng Soon Ong, 2020 (https://mml-book.com)

• "Linear Algebra for Everyone" by Gilbert Strang, ISBN 978-1-7331466-3-0, 2020

• "Applied Numerical Linear Algebra" by James W. Demmel, SIAM, 1997

• "Matrix Computations" by Gene H. Golub and Charles F. Van Loan, ISDN: 1421407949, Fourth Edition, 2013

• "Iterative Methods for Sparse Linear Systems" by Yousef Saad, 2nd Edition, 2003 (http://www-users.cs.umn.edu/~saad/IterMethBook_2ndEd.pdf)

• Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods, 2nd Edition, Richard Barrett et al., SIAM, 1994

• 大型線性系統與特徵值問題 http://ocw.lib.ntnu.edu.tw/course/view.php?id=190