Computational Linear Algebra

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Rensselaer Polytechnic Institute MATH 6800 / CSCI 6800, Fall 2024

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This is the official website for course MATH 6800 / CSCI 6800: Computational Linear Algebra in Fall 2025.

This website contains most of the information you need for this course. Course sensitive information (announcements, exam, grade distribution etc.) will be posted on LMS (Rensselaer credentials required).

General information

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Please read the course syllabus VERY CAREFULLY

Instructor: Fabian M. Faulstich

Lecture: MonThu 2:00PM - 3:50PM Carnegie 208

Office hours: Thu 1:00PM-2:00PM in 406 Amos Eaton Hall

Piazza page: General questions about the course and its content, which might be of interest to other students, can be asked on the piazza page.

Gradescope page: Conceptual homework assignments are to be submitted through Gradescope.

Submitty page: Numerical homework assignments are to be submitted through Submitty.

Additional resources

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In Lieu of Textbooks

Numerical linear algebra with Julia by E. Darve and M. Wootters
Numerical linear algebra by L. N. Trefethen and D. Bau, III
Matrix Algorithms Volume 1: Basic Decompositions by G. Stewart
Matrix Algorithms Volume 2: eigensystems by G. W. Stewart
Matrix computations by G. H. Golub and C. F. Van Loan
Matrix analysis by R. A. Horn and C. R. Johnson
Matrix analysis by R. Bhatia
Tensor Spaces and Numerical Tensor Calculus by W. Hackbusch
Tensor trains for high-dimensional problems by M.-S. Dupuy
Probability with Martingales by D. Williams
Randomized Numerical Linear Algebra: Foundations & Algorithms by P.-G. Martinsson and J. Tropp

Homework Assignments

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Homework assignment 1 [pdf] and [zip]

Homework assignment 2 [pdf]

Homework assignment 3 [pdf]

Homework assignment 4 [pdf]

Homework assignment 5 [pdf]