CS475/CM375 - Reference Material

Textbook

Material on Reserve in the library

These reference texts contain the algorithms discussed in class. References to these texts will be made from time to time.

• Numerical Linear Algebra (textbook)
  L.N. Trefethen and D. Bau III
  QA184.T74, 1997

• Applied Numerical Linear Algebra
  J. Demmel
  QA184.D455, 1997

• Matrix Computations
  G. Golub and C. Van Loan
  QA188.G65x, 1989.

• Iterative Methods for Sparse Linear Systems
  Y. Saad
  QA188.S17, 2003. (Also available on-line; see below)

• Direct Methods for Sparse Matrices
  Duff, Erisman, Reid
  QA188.D84

• Computer Solution of Large Sparse Positive Definite Systems
  George and Liu
  QA188.G46

References Available On-line

• Youcef Saad's Home Page
  Notably, this has the full first edition of his book Iterative methods for sparse linear systems (Revised 1st edition, 2000) available for reference on-line.

• Jonathon Shewchuck's Papers page
  This is home of the highly recommended paper "An Introduction to the Conjugate Gradient Method Without the Agonizing Pain".

• Templates for the Solution of linear Systems
  This 1994 book contains all of the basic algorithms for iterative solution in a fairly easy to read form.

• Mathworld at the Wolfram site has lots of good basic mathematical information.

• "Improving the memory-system performance of sparse-matrix vector multiplication" is an interesting article that gives you a taste of just how focused on creating fast code some people can get.

Software and Data

• Netlib
  This is a traditional repository for mathematical software. Lots of stuff.
• LAPACK
  Linear Algebra PACKage. It is a widely used linear algebra lirary which contains highly efficient implementation of numerical linear algebra methods for solving linear systems, least squares problems, eigenvalue problems, and singular value decomposition.
• Matrix Market contains a set of standard test matrices from fluid dynamics and from engineering.