2009 Winter School on Applied Mathematics
Department of Mathematics and Liu Bie Ju Centre for Mathematical Science
City University of Hong Kong
Hong Kong, December 1 - 5, 2009

Subject: Recent Advances in Applied Numerical Linear Algebra
Instructor: Zhaojun Bai (bai@cs.ucdavis.edu)
Office: G6635
Office hours: 4:45 -- 6:00, Dec. 1 - 5


Course Objectives

We plan to cover recent advances in numerical algorithms for large-scale algebraic eigenvalue problems, model order reduction of linear dynamical systems, and other emerging matrix computation problems, algorithms and challenges arising from science and engineering applications and multicore computing environment. The goal of the course is to learn about concepts and techniques that are essential for modern methods, and to be able to apply them in a particular domain of large-scale scientific computation.

If any other mathematical topic is as fundamental to the mathematical sciences as calculus and differential equations, it is numerical linear algebra -- L. N. Trefethen and D. Bau III

Course Outline

Demonstration codes

Acknowledgments

The lecture notes on algebraic eigenvalue problems is based on the lectures delivered at the 2009 Summer School on Numerical Linear Algebra, organized by the State Key Laboratory of Scientific and Engineering Computing at Institute of Computational Mathematics of Chinese Academy of Sciences. It was jointly prepared by Professor Ren-cang Li of University of Texas, Arlington, USA and Professor Yangfeng Su of Fudan University, China.
I am grateful to Professors Ding-Xuan Zhou, Yayan Lu and Weiwei Sun of City University of Hong Kong for inviting me to deliver the course, and providing an opportunity to assemble this set of notes together.

maintained by Zhaojun Bai, bai@cs.ucdavis.edu
first release Nov. 22, 2009.
latest update: Dec. 5, 2009