MATH 581
Numerical Methods for Linear Systems

Fall 2011





  • instructor: Jorge Balbás, Santa Susana (SN) 416, (818) 677 7797, jorge.balbas -at-

meeting times and office hours

  • lecture: MW 6.30 - 7.45 at CR 5118

  • office hours: W 4.30 - 5.30 at SN 416, other times available by appointment

about the course

  • course overview: math 581 is an advanced course in Numerical Linear Algebra. The course covers direct methods for solving linear systems such as LU factorization, Cholesky factorization, the Least Squares method; iterative methods such as the Jacobi, Gauss-Seidel, SOR and Conjugate Gradient; and eigenvalue problems. Good programming style and computational efficiency are emphasized. The course assumes little programming experience, but a significant time commitment is required.

  • pre-requisites: MATH462

  • textbooks:

    required text: Numerical Linear Algebra, by L. Trefethen and D. Bau, III, SIAM

    reference texts:

  • homework and labs: a total of six homework sets will be assigned and collected in class, these will include (paper and pencil) problems and computer exercises (MATLAB or Python). Students may work together in groups and discuss the homework problems with each other, but each student should write up and submit their own solutions. The homework should be written neatly. Please staple the sheets together.

  • grading policy

    • homework / programming assignments

    • midterm - October 19

    • final exam - December 7 (last day of class)


homework assignments


Here are some links to online materials and references relevant to the course. If you know of anything worth posting here, please email it to me.

math and scientific computing






C and C++


UNIX / Linux





Check for examples...

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