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
.