Computer Science 106 (Fall 2010)

Numerical Linear Algebra
(site under construction)

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Computer Science
Dartmouth College

Who: Taught by Amit Chakrabarti;   teaching assistant: Hao Luo
When: 2 hour, MWF 13:45-14:50, X-hr Th 13:00-13:50
Where: Sudikoff 214

Office hours: Amit: Mon & Fri 10:30-11:30 in Sudikoff 107;   Hao: Tue 14:00-15:00 in Sudikoff 114

[ Course diary | Mailing list archive ]

This course is about how to solve, computationally, linear algebra problems. It is not a course to introduce linear algebra (you are expected to already have some background in this — see prerequisites). However, we will review this material as needed and you might be asked to demonstrate understanding of this. It is also not a course on the applications of linear algebra: for that, see CS 36/136. Rather, it is on how to solve those linear algebra problems that you get in your applications: we will study the algorithms of linear algebra. Or, to quote one of the authors of our textbook (see the Appendix)

"Numerical analysis is the study of algorithms for the problems of continuous mathematics."

Please read the Appendix of the text book before the second class for a much more insightful and thorough discussion about what this course is about.


This is a rough and tentative syllabus, essentially copied from the textbook.
  • orthogonal vectors, norms, singular value decomposition
  • QR factorization, Gram-Schmidt orthogonalization, and least squares problems
  • conditioning and stability
  • Gaussian elimination and Cholesky factorization
  • eigenvalue problems, Raleigh quotient, QR algorithm
  • iterative methods: Arnoldi, Lanczos, conjugate gradient
  • preconditioning
  • Familiarity with linear algebra and with computers
  • Mathematical maturity
Workload and Grading:
  • 60% Weekly homework assigments: a mix of problem solving, writing mathematical proofs, and programming in Matlab.
  • 15% Midterm exam: in class, starting at the X-hour on Thu Oct 28, 2010. Details and rules here.
  • 25% Final exam: take home, self-timed exam (due by 3:00pm on Dec 8, 2010)
    You may read the instructions on page 1, but do not look at any other pages until you are ready to start the exam!

In general, homework will be due each Wednesday before class. You may submit by either bringing it to me (Amit) in class, or putting it in my mailbox.

  • HW 1, due Wed Sep 29, before class
  • HW 2, due Wed Oct 6, before class
    (Matlab is available on department Unix servers and 0th Floor machines, plus you can download it)
  • HW 3, due Wed Oct 13, before class
  • HW 4 due Wed Oct 20, before class
  • HW 5 due Wed Oct 27, before class
  • HW 6 due Fri Nov 5, before class
  • HW 7 due Fri Nov 12, before class
  • HW 8 due Fri Nov 19, before class
  • HW 9 (details added, submission deadline extended), due Wed Dec 1, before class
References, for further reading:

Last updated Oct 29 2010