Numerical Linear Algebra
August - November 2012


Lectures:  Tues, Thurs 9:10 to 10:25 a.m.
Classroom:
 Lecture Hall 2
Instructor:  Kavita Sutar-Deshpande
Contact:  Office: 403
 phone: 962
 email: ksutar AT cmi DOT ac DOT in
Office Hours:
 Tues, Thurs: 2:00 to 3:30 p.m
 (If you cannot make it to my office hours but wish to meet me, please send me an email to set up an appointment at a mutually convenient time)
Texts:  Introduction To Numerical Linear Algebra And Optimisation by P.G. Ciarlet.

  Reference books:
  • Numerical Linear Algebra by Lloyd N. Trefethen and David Bau III, SIAM.
  • Applied numerical linear algebra by James Demmel.
  • Introduction to Linear Algebra by Gilbert Strang.
Teaching Assistant:    Sayantan Roy
Grading:
   15% - Test 1
   15% - Test 2
   30% - Final exam
   15% - homework
   15% - project and presentation
   10% - instructor's discretion

All grades will be uploaded on Moodle.

Course syllabus

Course components

The course will consist of in-class lectures during all weeks of the semester. Homework will be assigned almost every week. Students will work in groups on a project during the semester and presentations will be in November. There will be a midterm exam in September and a final exam at the end of the semester.

Homework

Homework will be assigned almost every week and will be due in one week. Late submissions will carry penalties. You may work alone or in groups to do your homework. In any case, you should write your own solutions. Copying in any form will not be tolerated.

Attendance

Attendance to classes is not required but absences will be noted. Explanation for longer absences (more than one class) is required.


Project

Your project should be connected to numerical linear algebra. It can be either Scilab or Python based. In your proposal, you should outline the importance of your project and its feasibility.
There should also be a survey of the literature related to your project. The project and presentation schedule will be as follows:
All submissions must be typeset in LaTeX. Each group will get 30 minutes for the presentation. Ideally, a presentation should include a description of your problem, your study, the present state of the problem, an example and a conclusion. Each member of the group should be actively involved in the presentation. Please allow 5 minutes of your time for possible questions from the audience.


Warning against copying/plagiarism

Please be warned that I will not tolerate any kind of plagiarism in your work. You are free to search for ideas on the internet and in books but the details and work have to be your own.

According to the Merriam-Webster OnLine Dictionary, to plagiarize means:
Synonyms: copying, appropriation, infringement, piracy, counterfeiting, theft, borrowing.    

 Please visit www.plagiarism.org for more details.


PROJECT REPORTS:

1) Google PageRank with stochastic matrix - Md. Shariq, Puranjit Sanyal, Samik Mitra. (Detailed versions can be found on Shariq's webpage.)
2) Cutting plane method of concave quadratic optimization - Sebanti Chakrabarti, Bidisha Roy, Ankani Chattoraj.
3) Application of Least Squares Method in Regression Analysis - Tamal Kanti Panja, Shouvik Sardar, Suvadip Roy.
4) Integer programming explained through Gomory's cutting plane algorithm and column generation - Banhirup Sengupta, Dipankar Mondal, Prajjal Kumar De, Souvik Ash.


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