Class

Date Topics
Meeting
Lecture #1
 INTRODUCTION TO MEM 59x Series
 Outline of the 591 course: the four topics to be covered.
 Topic 1: Solution of Linear Systems of Equations
A. Definitions:
Matrix, Diagonal, Identity, Symmetric,
Anti(skew)symmetric, Orthogonal (unitary), Lower
triangular, Upper triangular, Inverse, Determinant,
Matrix multiplication
B. Eigenvalues, Eigenvectors, Eigenbases:
1 09/25/2014 Spectral Theorem, Orthonormal basis, Vector spaces,
Dimension of a Vector space, Linear independence of
vectors, Similarity transformation, Norms, p-norms,
Matrix norms
C. Matrix Factorizations/Decompositions:
Singular Value Decomposition
 Introduction to MATLAB I:
i) Constant-Vector multiplication subroutine
ii) Matrix-Vector multiplication subroutine:
 Reading: Chapter 7 (7.1, 7.2), Chapter 8
 Homework 1 posted after class.

Lecture #2
D. Matrix Theory:
Rank of a matrix, Graphical explanation of the solution
to linear equations, fundamental theorem of Linear
Algebra, matrix subspaces, existence and
uniqueness of solutions, matrix norms, relation
between singular values and rank, low-rank
approximations of matrices. Application in Image
Compression
E. Numerical solution of linear equations (Introduction):
Triangularization, backward and forward substitution.
2 10/02/2014 LU Theorem.
 Introduction to MATLAB II:
i) Inner Product of Vectors subroutine
ii) Vector 2-norm subroutine
iii) Matrix-Matrix multiplication subroutine:
 Reading: Section 7.4, 7.9
(Note: Section 7.5 contains information on existence and
uniqueness. However the presentation is based on the
concept of the augmented matrix. What is presented in
class is a much more general approach based on the
fundamental subspaces).
 Homework 2 posted after class.

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 Lecture #3
F. Gauss Elimination (GE):
Construction of the method. Triangularization process
through step-by-step (pre)multiplication with atomic
triangular matrices. Total operations count. Instability
of the method.
G. Pivoting:
Definition. Complete versus partial pivoting. Row
interchange (swapping) due to pivoting. Procedure
outline in relation to GE. Construction of PA=LU.
Definition of the permutation matrix
3 10/09/2014 • Pseudo-code for Gauss Elimination with Partial
Pivoting (GEPP)
i) PA=LU
ii) Solution via forward/backward substitution
H. Approximate Numerical Solutions to Linear Systems
of Equations (Part 1):
Introduction to Classical Iterative (CI) methods.
Indirect versus direct solutions clarification. General
structure of CI methods. Convergence criterion.
Jacobi's method analytical derivation.
 Reading: Sections 20.1-20.3
 Homework 3 posted after class

Lecture #4
H. Approximate Numerical Solutions to Linear Systems
of Equations (Part 2):
Jacobi's, Gauss-Seidel and SOR methods.
Construction of the methods. Numerical
implementation and common pseudo-code for all
classical iterative methods. Convergence criteria.
I. Minimization Algorithms for Ax=b
Problem statement. General form of solutions based
on line search algorithms. Step length and search
direction. Steepest descent direction. Graphical
4 10/16/2014 explanation of the Steepest Descent (SD) method.
Analytical derivation of the step length of the method.
Graphical explanation and justification of the
Conjugate Gradient (CG) method. Definition of
conjugate vector sets. Numerical implementation and
pseudo-codes for both SD and CG methods.
 Critical review of direct and indirect
(iterative/approximate) solution methods to linear
systems of equations
 Brief review of the 1st part of MEM 591 and preparation
for the midterm exam on 10/25.
 Homework 4 posted after class.

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 MIDTERM
5 10/23/2014
Lecture #5
 Topic 2: Solution of Non-linear equations
A. Definition and connection with minimization
algorithms presented previously in this class.
B. Bracketing Methods:
Bracketing (Bolzano's) Theorem. Examples with a
monotone and non-monotone functions.
 1st Bracketing Method: BISECTION
Graphical Explanation, Numerical Implementation.
Convergence and Error Analysis. Numerical
example shown in class. Definition of sublinear,
linear and superlinear convergence.
 2nd Bracketing Method: Regula Falsi
6 10/30/2014 Graphical explanation. Numerical implementation.
C. Newton Method:
Graphical motivation/explanation. Derivation based
on Taylor expansion. Numerical implementation and
convergence. Secant method: graphical explanation
and numerical implementation.
 Descarte's rule of signs and multiplicity.
D. Solution of Non-linear Systems of Equations:
Definition. Newton-Raphson method. Jacobian
matrix. Numerical implementation of the method.
 Reading: 19.2. Solutions of Equations by Iteration.
Newton's Method
 Homework 5 posted after class.

Lecture #6
 Topic 3: Vector Differential and Integral Calculus
A. Vector Differential Calculus:
Scalar field definition and examples in Engineering &
Physics. Definition of the gradient, directional
derivative, unit normal to a surface, potential
functions, divergence and curl of a vector field and
their physical interpretation. Helmholtz decomposition
theorem. Solenoidal and irrotational fields.
7 11/6/2014 B. Vector Integral Calculus (Part 1):
Definition of Line integrals following Riemann's
approach. Line integral as the mathematical
formalism for work done by a force on a particle
moving along a curve in space. General mathematical
representation of a curve in space. Path
Independence versus path dependence when
computing line integrals. Surface integrals definition
and example of computing the area under a curve
through double integrals. Green's theorem
formulation and example.

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  Reading: 9.1-9.3 Review of vectors in 2D and 3D
9.4: Vector fields/calculus, 9.7: Gradient of a scalar
field/Directional derivative, 9.8: Divergence of a vector
field, 10.1: Line integrals (read on 9.5 on parametric
representation of curves), 10.2: Path independence of
line integrals, 10.4: Green's Theorem
 Homework 6 posted after class.

Lecture #7
B. Vector Integral Calculus (Part 2):
Definition of Volume Integrals. Divergence (Gauss)
theorem and examples. Physical interpretation.
Stokes theorem as a generalization of Green's
theorem on the plane. Examples
8 11/13/2014  Topic 4: Interpolation and Quadrature
A. Polynomial Interpolation:
Definition. Monomial, Newton and Lagrange bases.
Analytical construction and comparison.
 Reading: 10.7: Triple Integrals. Divergence Theorem of
Gauss, 10.9: Stoke's Theorem, 19.3: Interpolation
 Homework 7 posted after class

Lecture #8
B. Quadrature: (Approximate Numerical Computation of
Integrals)
 Interpolatory Quadrature:
Definition. Trapezoid rule derivation. Composite
Trapezoid rule and numerical demonstration.
Simpson's rule derivation using Newton's basis.
Composite Simpson and numerical
demonstration.
9 11/20/2014  Gauss Quadrature:
Definition and motivation. Derivation of a 2-point
rule. Generalization to an n-point rule. Orthogonal
polynomials. Gauss-Legendre rule and analytical
example. Gauss-Laguerre rule and analytical
example. Gauss-Chebyshev rule. Generalization
of Gauss Quadrature in double integrals.
 Reading: 19.5: Numeric Integration and Differentiation
 Homework 8 posted after class.

Lecture #9
10 12/04/2014
Some applications - Course Review
11 12/11/2014 FINAL
 

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