ACM 106a
Introductory Methods of Computational Mathematics
Applied Numerical Linear Algebra
Fall 2006

Emmanuel Candes
300 Firestone

Office Hours: F 3-4 or by appointment

Monday, Wednesday, Friday
11-11:55 a.m.
101 Guggenheim






Description: The aim of this course is to introduce the essential ideas of numerical linear algebra, to describe some of the important algorithms in the subject, and to possibly offer a glimpse of some of the current research problems. Matlab will be the scientific programming language for this course. Assignments may involve a fair amount of scientific programming in matlab together with more classical exercises

Prerequisite: -
Ma 1abc, Ma 2ab, ACM 95(abc). Students should be comfortable with linear algebra (undergraduate level). Some programming experience or some willingless to learn. Prior knowledge of matlab not required.


  • Introduction to numerical computation
  • Direct methods for linear systems
  • QR decompositions and Least Squares problems
  • Eigenvalue and eigenvector computations
  • Iterative methods for large linear systems and eigenvalue problems
  • Stability and conditioning
The course will also develop applications in inverse problems, data fitting, optimization and other areas.


  1. Numerical Linear Algebra by LLoyd N. Trefethen and David Bau, III, SIAM (required)
  2. Applied Numerical Linear Algebra by James W. Demmel, SIAM (optional)
  3. Matrix Computations by Gene H. Golub and Charles F. Van Loan, The Johns Hopkins University Press, 3rd edition (optional)
  4. Introduction to Linear Algebra by Gilbert Strang, Wellesley-Cambridge Press, 3rd edition (optional)

I will do my best to post online all the handouts given in class. By the way, Sheila Shull (217 Firestone) is a person you can contact at any time (between 9:30am and 5pm) if you need administrative information. Her phone number is 626-395-4560.

Teaching Assistant and Office Hours:

Svitlana Vyetrenko, TBA, 322 Guggenheim


Homework assignments: 60%
  • Homework will generally be distributed on Wednesdays and due in class the following Wednesday.
  • There will be about 5 assignments, and your lowest score will be dropped in the final grade.
  • Late homeworks will NOT be accepted for grading (medical emergencies excepted with proof).

    Final exam: 40%. There will be a take-home final exam.