CME 302/CS 237A. Numerical Linear Algebra

Institute for Computational and Mathematical Engineering
and the Department of Computer Science
Stanford University
Fall 2005

This course is the first in a three quarter graduate sequence designed to acquaint students in mathematical and physical sciences and engineering with the fundamental theory of numerical analysis. This first course is devoted to the solution of systems of linear equations, covering the following topics: direct methods, error analysis, structured matrices, iterative methods, least squares, parallel techniques.

Final Exam



Location: Skilling Building, Room 193

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: 2:15 PM–3:15 PM on Mon/Thu and by appointment.

Teaching assistant: Lek-Heng Lim (
Gates Building 2B, Room 286
(650) 723-4101
Office hours: 1:00 PM–2:00 PM on Tue/Wed and by appointment.


Lecture notes

Transcribed slides courtesy of John Carlsson.

Homework assignments

Grades and assignments

A grade will be assessed on about three homework sets and a take-home final exam.

Recommended texts

Supplementary texts

Stuff you may find interesting


Reference books for programming

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