MATH6211 - Topics in Applied Mathematics I - 2024/25

Announcement

• Lecture notes are collected from the network, and please use them properly!

General Information

Lecturer

• Changqing YE
  • Office: LSB 232A
  • Email:
  • Office Hours: with appointment

Time and Venue

• Lecture: LSB 219
• Tutorial: NA

Course Description

The general topic of this course is numerical linear algebra, and the contents are selected based on the instructor's interest.

Key modules include:
[1] Solving dense linear systems.
[2] Solving sparse linear systems directly.
[3] Solving linear systems iteratively with preconditioners.

Standard references:
[1] Golub, G. H., & Van Loan, C. F. (2013). Matrix computations.
[2] Davis, T. A. (2006). Direct methods for sparse linear systems.
[3] Saad, Y. (2003). Iterative methods for sparse linear systems.

Lecture Notes

• General introductions
• Gaussian elimination
• Pivoting
• Cholesky factorization
• Basic algorithms for sparse matrices
• Solving triangular systems
• Cholesky factorization for sparse matrices

Assessment Scheme