Advanced Numerical Methods 2011

Class info

• Class room: EECS131
• Class time: W3W4F4
• Office hour: by appointment(cherung@ cs. nthu.edu.tw)
• Lecturer: Che-Rung Lee
• Reference books
  • Y. Saad, "Iterative methods for sparse linear systems (2nd edition)", link
  • Y. Saad, "Numerical Methods for Large Eigenvalue Problems - 2nd Edition", link
  • G. W. Stewart, "Matrix Algorithms, Volume II: Eigensystems", (E-book in library)
  • G. W. Stewart, "Matrix Algorithms, Volume I: Basic Decompositions". (E-book in library)
  • James Demmel, "Applied Numerical Linear Algebra" (E-book in library)
  • Tim Davis, "Direct Methods for Sparse Linear Systems" (E-book in library)
  • Gene H. Golub and Charles F. Van Loan, "Matrix Computation"
• Reference links

Grading

• Homework: 30%
• Class note: 30%
  • Using latex template
  • Everyone needs to take at lease one week class note.
  • There will be peer reviews of the notes
  • List
• Project: 40%
  • Pick one topic and one (or several) paper(s) to read and do some experiments.
  • Discuss the project with me bi-weekly. Schedule
  • Write a report (4-6 pages).

Tentative topics and schedule