CS 733 (Also ECE and MATH): Spring 1999
Computational Methods for Large Sparse Systems
Schedule
Lecture: 8:50 - 9:40 MWF, 119 Nolan Hall (Mills and Dayton)
Course URL: http://www.cs.wisc.edu/~cs733-1
Mailing list: cs733-1list@cs.wisc.edu
No class: Monday 17 April, Wednesday 19 April, Friday 21 April.
Office: 4381 CS&S
Telephone: 262-4281
E-mail: ferris@cs.wisc.edu
Office Hours: 10:00 - 11:00 Mondays, 8:00 - 9:00 Tuesdays
Teaching Assistant:
Jin-Ho Lim
Office: 1307 CS&S
Telephone: 262-6602
E-mail: jin-ho@cs.wisc.edu
Office Hours: 4:00 - 5:00 Tuesdays and Thursdays
Recommended Textbooks:
Matrix Computations,
Golub and Van Loan, Johns Hopkins
University Press, Third Edition, 1996.
Direct Methods for Sparse Matrices,
Duff, Erisman and Reid,
Oxford Science Publications, 1990.
General Course Information
- Course Overview
- Introduction: storage schemes.
- Gaussian elimination: dense, error analysis, sparse.
- Local pivotal strategies.
- Matrix modifications.
- Iterative linear solvers.
- Sparse least squares.
- Sparse nonlinear equations.
- Optimization applications.
- Parallel techniques.
- Eigenvalue and eigenvectors.
- Prerequisite (CS 367, 412 and Math 340) or
(CS 367 and ECE 416) or
(Consent of Instructor).
Grading
- Homework assignments: 50% of grade
- Project assignment: 25% of grade
- Final examination: 25% of grade
Take home exam, assigned Monday May 15, 11:00 am
Due in CS 4381 by 12:00 noon, Friday May 19, 2000.
Assignments
All appropriate matlab m-file solutions are given in ~cs733-1/public
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Homework 1 (due Friday February 4, 2000).
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Homework 2 (due Friday February 11, 2000).
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Homework 3 (due Friday February 18, 2000).
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Homework 4 (due Friday February 25, 2000).
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Homework 5 (due Friday March 3, 2000).
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Homework 6 (due Friday March 10, 2000).
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Homework 7 (due Friday March 24, 2000).
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Homework 8 (due Friday March 31, 2000).
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Homework 8 solution
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Homework 9 (due Friday April 7, 2000).
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Homework 9 Solution.
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Homework 10 (due Monday April 24, 2000).
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Homework 10 solution
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Homework 11 (due Friday May 5, 2000).
Other Handouts
-
How to setup MATLAB for CS 733 handout.
-
IEEE Arithmetic handout.
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Sparse QR handout.
- ADMIT add-on for MATLAB
To set up Matlab to do automatic derivatives as well, you need to
recopy the startup.m file as indicated in the first bullet above.
Furthermore, you need to add the line
setenv ADMAT ~cs733-1/public/ADMAT
to the end of your ".cshrc" or ".cshrc.local" file.
More information on how to use the package is available.
Miscellaneous
This page was updated December 15, 1999.