課程資訊
課程名稱
數值線性代數
Numerical Linear Algebra 
開課學期
112-1 
授課對象
理學院  數學研究所  
授課教師
王偉仲 
課號
MATH5411 
課程識別碼
221 U4210 
班次
 
學分
3.0 
全/半年
半年 
必/選修
選修 
上課時間
星期四2,3,4(9:10~12:10) 
上課地點
天數305 
備註
總人數上限:40人 
 
課程簡介影片
 
核心能力關聯
本課程尚未建立核心能力關連
課程大綱
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課程概述

Course web site: https://sites.google.com/view/nla2023f/

Topics to be covered will include:
1. Orthogonality
2. Singular value decomposition (SVD)
3. QR factorization
4. Linear least-squares
5. LU and Cholesky Factorizations
6. Sparse Linear Systems
7. Conjugate Gradient Method
8. Eigenvalues and Eigenvectors
9. Arnodi Method
10. Computing SVD  

課程目標
This course encompasses essential and cutting-edge concepts, algorithms, theories, and implementations in numerical linear algebra. Students will gain comprehensive insights and hands-on experience, exploring the subject from applications, mathematics, and computation perspectives. 
課程要求
Linear Algebra, Calculus, Introduction to Computational Mathematics, Programming Language (e.g., Python, MATLAB, Julia, C, C++, or CUDA), Mathematical Analysis 
預期每週課後學習時數
 
Office Hours
 
參考書目
"Numerical Linear Algebra" by Lloyd N. Trefethen and David Bau III, SIAM

"Linear Algebra and Learning from Data" by Gilbert Strang, ISBN: 9780692196380, 2019

https://ocw.mit.edu/courses/mathematics/18-065-matrix-methods-in-data-analysis-signal-processing-and-machine-learning-spring-2018/index.htm

"Introduction to Applied Linear Algebra – Vectors, Matrices, and Least Squares" by Stephen Boyd and Lieven Vandenberghe (http://vmls-book.stanford.edu/)

"Mathematics for Machine Learning" by Marc Peter Deisenroth, A. Aldo Faisal, and Cheng Soon Ong, 2020 (https://mml-book.com)

"Linear Algebra for Everyone" by Gilbert Strang, ISBN 978-1-7331466-3-0, 2020

"Applied Numerical Linear Algebra" by James W. Demmel, SIAM, 1997

"Matrix Computations" by Gene H. Golub and Charles F. Van Loan, ISDN: 1421407949, Fourth Edition, 2013

"Iterative Methods for Sparse Linear Systems" by Yousef Saad, 2nd Edition, 2003 (http://www-users.cs.umn.edu/~saad/IterMethBook_2ndEd.pdf)

Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods, 2nd Edition, Richard Barrett et al., SIAM, 1994

大型線性系統與特徵值問題 http://ocw.lib.ntnu.edu.tw/course/view.php?id=190  
指定閱讀
"Advanced Linear Algebra: Foundations to Frontiers" by Robert van de Geijn, Margaret Myers, 2023.  
評量方式
(僅供參考)
   
課程進度
週次
日期
單元主題
無資料