CSE/Math 550 Class Notes and Demos

Class Demo Programs

• M-file to create Lauchli's matrix
• M-file for Classical Gram-Schmidt
• M-file for Modified Gram-Schmidt
• M-file for to generate Householder transformation for assignment two
• M-file for to generate Householder factorization for assignment two Insures positive diagonals.
• M-file for tridiagonal QR step You will need my M-files for forming and applying Givens rotations.

  ---

  Notes

  • Notes on Elementary Linear Algebra and Statistics
  • Notes on the Least Squares Problem and SVDs
  • Notes on Computer Arithmetic and Matrix Computation
  • Tuturial Material on MATLAB.
  • Notes on Q-R Factorizations
  • Notes on Q-R Factorizations for CSE/Math 456 lecture:Part I
  • Notes on Q-R Factorizations for CSE/Math 456 lecture:Part II--Householder Factorization
  • Notes on Q-R Factorizations for CSE/Math 456 lecture:Part III--Gram--Schmidt Factorization
  • Notes on Q-R Factorizations for CSE/Math 456 lecture:Part IV--Gram--Schmidt Factorization and Normal Equations
  • Notes on Q-R Factorizations for CSE/Math 456 lecture:Part V--Givens Q--R Factorization and Updates
  • Notes on Q-R Factorizations for CSE/Math 456 lecture:Part VI--Adding a column using classical Gram--Schmidt
  • Notes on LSQR
  • Stationary Iterative Methods--Part I
  • Stationary Iterative Methods -- Part II
  • The Conjugate Gradient Algorithm
  • Matlab Tutorial
  • Some Notes on Eigenvalues and SVDs
  • LAPACK Online Manual

  Return to CSE 550 Home Page

  Information about the instructor is available on his home page.

  ---

  Jesse Barlow barlow@cse.psu.edu