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CAAM 551 NUMERICAL LINEAR AlGEBRA
Beatrice Riviere
Fall 2022
Meeting time and place:T Th 1pm-2:15pm KCK 101
Office Hours:by appointment (send email to: riviere at rice dot edu)
Course Objectives
This course covers iterative methods for solving linear systems. These methods include Jacobi, Gauss-Seidel, geometric multigrids, algebraic multigrids. The connection between multigrid methods and some neural networks used in machine learning will be highlighted. The course will also introduce randomized methods for matrix computations (such as randomized matrix matrix multiplications, randomized singular value decomposition).
Course Outcomes
Upon completion of the course, students have a good understanding of the convergence of various iterative methods, their pros and cons
for the solution of linear solvers. They will have developed their own code for relaxation methods and multigrid methods. They will know how to prove error bounds for some randomized algorithms.
Grading
Homeworks (100%).
Homework 1: due 9/20
Homework 2: due 10/13
Homework 3: due 10/25
Homework 4: due 11/15
Homework 5: due 12/1
Reading Resources
Matrix Computations by Gene Golub and Charles Van Loan.
Iterative Methods for Sparse Linear Systems by Yousef Saad.
A Tutorial on Multigrid Methods by William Briggs.
Late policy
Homeworks are to be emailed by midnight on the due date, otherwise they are considered late.
Late homeworks will incur penalties in increments of 10% for each late homework. Homeworks that are more than one week
will not be graded.
Disability
If you have a documented disability that may affect academic performance, you should make sure this documentation is on file with Disability Resource Center (Allen Center, Room 111 / adarice@rice.edu / x5841) to determine the accommodations you need, and meet with me to discuss your accommodation needs.
Title IX
Rice University cares about your wellbeing and safety. Rice encourages any student who has experienced an incident of harassment, pregnancy discrimination, gender discrimination, or relationship, sexual, or other forms of interpersonal violence to seek support through The SAFE Office. Students should be aware when seeking support on campus that most employees, including myself, as the instructor, are required by Title IX to disclose all incidents of non-consensual interpersonal behaviors to Title IX professionals on campus who can act to support that student and meet their needs. For more information, please visit safe.rice.edu or email titleixsupport@rice.edu.
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