CME 324/CS 336. Advanced Methods in Matrix Computations: Iterative Methods

Institute for Computational and Mathematical Engineering
and the Department of Computer Science
Stanford University
Spring 2006

This is a course on Matrix Computations with emphasis on iterative methods for solving linear systems. The course will include such methods as the Conjugate Gradient Method and GMRES. There will be some discussion of eigenvalue methods too. Prerequisite: CME 302/CS 237A. Numerical Linear Algebra.



Location: Gates Building, Room 100

Times: 11:00 AM–12:15 PM on Mon/Wed

Course staff

Instructor: Gene Golub (
Gates Building 2B, Room 280
(650) 723-3124
Office hours by appointment.

Teaching assistant: Lek-Heng Lim (
Gates Building 2B, Room 286
(650) 723-4101
Office hours by appointment.


Lecture notes, etc

Term paper

Read a paper or report which discusses some method for solving a linear system. It can be a well-known method or some new methods, possibly illustrating a new pre-conditioner. A good place to start is some of our SCCM technical reports. If you prefer older papers, check out the list here.

Gene and Lek-Heng will be pleased to help select if you come by (do not send e-mail messages to Gene though).

A report of about eight pages is due on Friday, May 26 at 5PM. The report should have some descriptive material and a summary of numerical experiments.

Homework assignments

Grades and assignments

A grade will be assessed based on about three homework problem sets and a term paper.



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