Course Schedule

The official textbook for CS 205A is Scientific Computing, by Heath. A great reference on numerical linear algebra for mathematically inclined students is Matrix Computations, by Golub and Van Loan. A classic reference on the conjugate gradient algorithm, thankfully available for free online, is "An Introduction to the Conjugate Gradient Method Without the Agonizing Pain," by Shewchuk.

A set of course notes specific to CS 205A is under construction by the instructor. While he is making every effort to complete the notes as the quarter proceeds, students in CS 205A are still responsible for having the official text on hand! Links to individual chapters as well as the entire set of notes are included below, with a rough status describing how complete they are:





Entire setCS 205ANever complete!
Chapter 0Mathematics ReviewFirst draft done
Chapter 1Numerics and Error AnalysisFirst draft done
Chapter 2Linear Systems and LU DecompositionFirst draft done
Chapter 3Designing and Analyzing Linear SystemsFirst draft done
Chapter 4Column Spaces and QRFirst draft done; iteration of Householder needs adjustment
Chapter 5EigenvectorsFirst draft done; proof of QR iteration needs adjustment
Chapter 6Singular Value DecompositionFirst draft done
Chapter 7Nonlinear Systems of EquationsFirst draft done
Chapter 8Unconstrained OptimizationFirst draft done (BFGS proof fixed!)
Chapter 9Constrained OptimizationFirst draft done
Chapter 10Iterative Linear SolversFirst draft done
Chapter 11InterpolationFirst draft done
Chapter 12Numerical Integration and DifferentiationFirst draft done
Chapter 13Ordinary Differential EquationsFirst draft done
Chapter 14Partial Differential EquationsFirst draft done (with placeholders for non-205A material)