Applied Numerical Linear Algebra

UC Berkeley Mathematics Department

Math 221

Room Change starting Friday Sep 10: 405 Soda

Class Organization

  • Prof: Jim Demmel, 737 Soda Hall, 643-5386, Office Hours M 1-2, T 12:30-1:30
    (send email)
  • TA: Jiawang Nie, 937 Evans, Office hours, W 10-11am
    (send email)
  • Discussion section W 4-5, 85 Evans
  • Secretary: Helen Kang, 776 Soda Hall, 642-8395
    (send email)

    • Handouts

  • Course Overview in Postscript or PDF
  • Class Survey . Please fill this out and email it to njw@math.berkeley.edu if you did not get the copy in class.
  • Class Roster
  • Guest Lecture by Beresford Parlett on the MRRR Algorithm for the symmetric tridiagonal eigenproblem.
  • Guest Lecture by Christof Voemel on the MRRR Algorithm for the symmetric tridiagonal eigenproblem.
  • An Introduction to the Conjugate Gradient Method Without the Agonizing Pain by Jonathan Shewchuk, is a very easy to understand description of one of the most popular iterative methods for solving A*x=b. In contrast to the terse treatment in the course text book, you might want to see Shewchuk's answer to the question "How could fifteen lines of code take fifty pages to explain?"
  • Lectures notes on Multigrid, in either html or powerpoint.

    • Textbook

  • Applied Numerical Linear Algebra by J. Demmel, published by SIAM, 1997.
  • List of Errata for the Textbook (This will be updated during the semester. Suggestions welcome!)

    • Homework assignments

    Matlab Programs for Homework Assignments

    Other Online Software and Documentation

  • Matlab documentation is available from several sources, most notably by typing ``help'' into the Matlab command window. A primer (for version 4.0/4.1 of Matlab, not too different from the current version) is available in either postscript or pdf.
  • Netlib, a repository of numerical software and related documentation
  • Netlib Search Facility, a way to search for the software on Netlib that you need
  • GAMS - Guide to Available Math Software, another search facility to find numerical software
  • Linear Algebra Software Libraries and Collections
  • LAPACK, state-of-the-art software for dense numerical linear algebra on workstations and shared-memory parallel computers. Written in Fortran.
  • CLAPACK, a C version of LAPACK.
    (For a partial C++ version, see LAPACK++ on Roldan Pozo's homepage)
  • LAPACK Manual
  • ScaLAPACK, a partial version of LAPACK for distributed-memory parallel computers.
  • ScaLAPACK manual
  • LINPACK and EISPACK are precursors of LAPACK, dealing with linear systems and eigenvalue problems, respectively.
  • SuperLU is a fast implementations of sparse Gaussian elimination for sequential and parallel computers, respectively.
  • Sources of test matrices for sparse matrix algorithms
  • Matrix Market
  • University of Florida Sparse Matrix Collection
  • Templates for the solution of linear systems, a collection of iterative methods, with advice on which ones to use. The web site includes on-line versions of the book (in html and postscript) as well as software.
  • Templates for the Solution of Algebraic Eigenvalue Problems is a survey of algorithms and software for solving eigenvalue problems. The web site points to an html version of the book, as well as software.
  • Updated survey of sparse direct linear equation solvers, by Xiaoye Li
  • MGNet is a repository for information and software for Multigrid and Domain Decomposition methods, which are widely used methods for solving linear systems arising from PDEs.
  • Resources for Parallel and High Performance Computing
  • Millennium a UC Berkeley campus-wide parallel computing resource
  • Resources for CS 267, Applications of Parallel Computers
  • ACTS (Advanced CompuTational Software) is a set of software tools that make it easier for programmers to write high performance scientific applications for parallel computers.
  • PETSc: Portable, Extensible, Toolkit for Scientific Computation
  • NHSE - National High Performance Computing and Communications Software Exchange, pointers to related work across the country.
  • Issues related to Computer Arithmetic and Error Analysis
  • Efficient software for very high precision floating point arithmetic
  • Notes on IEEE Floating Point Arithmetic, by Prof. W. Kahan
  • Other notes on arithmetic, error analysis, etc. by Prof. W. Kahan
  • Report on arithmetic error that cause the Ariane 5 Rocket Crash
  • The IEEE floating point standard is currently being updated. To find out what issues the standard committee is considering, look here.