CS 733: Computational Methods for Large Sparse Systems  Fall
2012 (Also ECE and Math)
Schedule
Lecture: 8:50  9:40 MWF, 1325 CS
Start at 8:40 from Sep 7 to Dec 12
Mailing list: compsci7331f12@lists.wisc.edu
Course URL: http://www.cs.wisc.edu/~cs7331
Office: 4381 CS
Telephone: 2624281
Email: ferris@cs.wisc.edu
I will respond to the class mailing list, including
your original message in most cases.
Office Hours: 10:00  11:00 Mondays, 11:00  12:00 Wednesdays
Class cancelled: September 14, 2012; September 26, 2012; November
21, 2012
Recommended Textbooks:
 Note that the SIAM books are mostly available via the UW Madison
license with SIAM for ebooks.
 Applied Numerical Linear Algebra, J. Demmel, SIAM, 1997.

Iterative Methods for Sparse Linear Systems, Saad, SIAM, 2003.

Iterative Methods for Solving Linear Systems,/a>, Greenbaum, SIAM, 1997.

Direct Methods for Sparse Linear Systems, T. Davis, SIAM, 2006.
 Learning Matlab, T. A. Driscoll, SIAM, 2009.
 Matlab Guide, D. Higham and N. Higham, SIAM 2005.
 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.
 Numerical Linear Algebra, L.N. Trefethen and D. Bau, SIAM, 1997.
General Course Information
 Course Overview
 Introduction: linear algebra, storage schemes.
 Direct methods (factorizations)
 Gaussian elimination: dense, error analysis, sparse.
 Local pivotal strategies.
 Matrix modifications.
 Iterative linear solvers.
 Eigenvalue problems and eigenvectors.
 Sparse least squares.
 Sparse nonlinear equations.
 Optimization applications.
 Structure exploitation.
 Algorithms for modern computing architectures.
 Prerequisite (CS 367, 412 and Math 340) or
(CS 367 and ECE 416) or
(Consent of Instructor).
Scribing
 Each student in turn will need to scribe a number of classes. Resulting
output should be in pdf and source to produce this must also be provided.
 Sign up list
 Sep 5: Hyunwoo Kim
 Sep 7: Merve Bodur
 Sep 10: Zev Friedman
 Sep 12: Youngdae Kim
 Sep 17: Andrew Seidl
 Sep 19: Lei Li
 Sep 21: Yu Sun
 Sep 24: Zhigeng Geng
 Sep 28: Matthew McDaniel
 Oct 1: Sathya Ravi
 Oct 3: Honghao Zheng
 Oct 5: Prathmesh Prabhu
 Oct 8: Maxwell Collins
 Oct 10: Corey Henderson
 Oct 12: Alexander Borden
 Oct 15: Yongjia Song
 Oct 17: Niley Vaish
 Oct 19: Taedong Kim
 Oct 22: Nathan Mitchell
 Oct 24: Hyunwoo Kim
 Oct 26: Merve Bodur
 Oct 29: Zev Friedman
 Oct 31: Youngdae Kim
 Nov 2: Andrew Seidl
 Nov 5: Lei Li
 Nov 7: Yu Sun
 Nov 9: Zhigeng Geng
 Nov 12: Matthew McDaniel
 Nov 14: Sathya Ravi
 Nov 16: Honghao Zheng
 Nov 19: Prathmesh Prabhu
 Nov 26: Corey Henderson
 Nov 28: Alexander Borden
 Nov 30: Yongjia Song
 Dec 3: Niley Vaish
 Dec 5: Taedong Kim
 Dec 7: Nathan Mitchell
 Dec 10: Maxwell Collins
Grading
Assignments and examinations
 1 Assignment per week approximately.
Homework due at beginning of class one week after assigned unless otherwise noted.

Examinations are closed book, with the exception that 1
handwritten sheet (standard size paper) can be brought in to the examination.
 No Midterm Examination
 Final Examination  will be no later than December 14.
Handouts:
Programming Assignments and Homeworks
All assignments need to be written up entirely separately.
You may discuss the problems informally with others in the class, but the
discussions must not include code or explicit solutions to any of
the problems.

Most homeworks will be handed in either in hard copy or using the drop box facility of Learn@UW. The drop box menu is found in the top menu bar once you have logged into the system.

Homework 1
Additional files mentioned are:
Makefile and
cs_ex21.c. Solutions posted:
hwk1sol.zip

Homework 3 (due Friday October 5, 2012).
Additional files mentioned are:
hwk3.m,
ldu.m,
spfind.c,
hwk2.mat and
hwk3.mat

Homework 4 (due Monday October 15, 2012).

Homework 5 (due Monday October 29, 2012).
You can see more output using spparms('spumoni',2) in Matlab.
While A\b might be the best way to solve this, you may only use this
to check your answers, I am more interested in the structure of the
matrix you factor, and how you exploit that factorization.
ex0.mat,
ex1.mat and
ex2.mat

Homework 6 (due Friday November 9, 2012).
frontal.c and
hwk6.m

Homework 7 (due Monday November 19, 2012).

Homework 8 (due Friday December 14, 2012).
solve11a.m,
solve11b.m,
solve11c.m,
hwk8.mat and
hwk8.m
Miscellaneous
This page was updated September 6, 2012.
