CSC2321F Matrix Calculations

Aims Outline

References
Numerical Linear Algebra
L. A. Hageman and D. M. Young Applied Iterative Methods Academic Press 1981
R. S. Varga Matrix iterative analysis Prentice Hall 1962
D. M. Young Iterative Solution of Large Linear Systems Academic Press 1971
J. M. Ortega Matrix theory: a second course Plenum Press 1987
Gilbert W. Stewart Introduction to matrix computations Academic Press 1973
William W. Hager Applied Numerical Linear Algebra Prentice Hall 1988
Gene Golub and Charles Van Loan Matrix computations John Hopkins Univ. Press 1996
Advanced Methods
Yousef Saad Iterative Methods for Sparse Linear Systems SIAM 2003 (PWS 1996)
Wolfgang Hackbusch Iterative Solution of Large Sparse Systems of Equations Springer Verlag 1994
William L. Briggs A multigrid tutorial SIAM 2000
Charles Van Loan Computational Frameworks for the Fast Fourier Transform SIAM 1992
O. Axelsson and V. A. Barker Finite element solution of boundary value problems Academic Press 1984
Parallel Computing
James M. Ortega Introduction to Parallel and Vector Solution of Linear Systems Plenum Press 1988
Eric F. Van de Velde Concurrent Scientific Computing Number 16 in Texts in Applied Mathematics Springer Verlag 1994
Gene H. Golub and J. M. Ortega Scientific computing: an introduction with parallel computing Academic Press 1993
General Numerical Analysis
S. D. Conte and Carl de Boor Elementary Numerical Analysis McGraw-Hill Inc.
David Kincaid and Ward Cheney Numerical Analysis Brooks/Cole 2002 (1996)
Michael Heath Scientific Computing: an introductory survey McGraw-Hill Inc. 2003
Richard L. Burden and J. Douglas Faires Numerical Analysis Brooks/Cole 2001 (1997)
L. W. Johnson and R. D. Riess Numerical Analysis Addison Wesley
Partial Differential Equations
Arieh Iserles A first course in the Numerical Analysis of Partial Differential Equations Cambridge University Press 1996
Michael A. Celia and William G. Gray Numerical methods for differential equations Prentice Hall 1992
William F. Ames Numerical Methods for Partial Differential Equations Academic Press 1977 3rd edition (or 2nd edition) (or Thomas Nelson & Sons)
C. A. Hall and T. A. Porsching Numerical Analysis of Partial Differential Equations Prentice Hall 1990
John C. Strikwerda Finite Difference schemes and Partial Differential Equations Wadsworth and Brooks/Cole 1989
John R. Rice and R. F. Boisvert Solving Elliptic Problems with ELLPACK Springer Verlag 1985
Splines
P. M. Prenter Splines and Variational Methods John Wiley & Sons 1975
Carl de Boor A Practical Guide to Splines Springer Verlag 1978

Prerequisites

Schedule for Fall 2014
Lectures Wednesday 1-3 Room BA B024
Office Hours Tuesday 1-2 (other hours by appointment) Room BA 4226

Tentative marking scheme for Fall 2014
Problem set 1 25%
Term test25%
Problem set 2 25%
Problem set 3 25%
Most assignments include substantial computer work.