Introduction
Math/CS 513 and Math/CS 514 are concerned with the development and the analysis of numerical methods for
solving linear systems and differential equations. In particular, Math/CS 513 will focus on algorithms that
are pivotal in numerical linear algebra, i.e., algorithms which are associated with linear systems of
equations, matrices, determinants, and related topics that can be reduced to such settings. It will cover
topics including singular value decomposition (SVD), QR factorization, least squares problems,
and eigenvalue problems. For each algorithm we will develop numerical schemes from physical and mathematical
intuition, analyze these schemes, consider improvements, and discuss issues related to the implementation of
these methods into computer code.
An important aspect of accurately and efficiently solving linear systems via numerical methods is the ability
to solve large and sparse problems. Therefore, in addition to the direct methods, this course will include
discussions of iteration methods for solving large linear systems.
of scientific and engineering disciplines.
The course will also explore the use of numerical linear algebra through practical examples drawn from a range
of scientific and engineering disciplines.
Homework assignments will involve problems on theoretical (analyzing methods) and practical (implementing
methods into computer code) aspects of numerical linear algebra.
Announcements
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1/22/2026: Friday's lecture (1/23) is cancelled due to extreme cold. A recording of the lecture will be posted on Kaltura.
Course information
A more detailed description of this information can be found in the
course syllabus.
- Lectures
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Monday & Wednesday & Friday 9:55am–10:45am
CT in B302 Birge Hall
- Textbook
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Numerical Linear Algebra, by Lloyd N. Trefethen and David Bau (required)
Applied Numerical Linear Algebra, by James W. Demmel (optional)
Data-Driven Science and Engineering, by Steven L. Brunton and J. Nathan Kutz (optional)
- Suggested watchlist
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Linear algebra refresher:
3Blue1Brown: Essence of linear algebra
AI and education:
Veritasium: What everyone gets wrong about AI and learning
- Grades
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The final letter grade will be based on homework assignments (20%),
in-class quizzes (15%), one mid-term exam (25%), and the final exam (40%).
- Homework
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There will be seven homework assignments. The first is due on Tuesday
February 3rd, and the remainder are due at 2 week
intervals. Homework assignments will be due at 5pm
CT on the
course Canvas site.
When computing the final homework grade for the course,
the single lowest score will be dropped, and the average taken over the
remaining five. Please refer to the late-day policy about homework extensions.
- In-class quizzes
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This page contains logistical details about the in-class quizzes.
Starting in Week 2, there will be a short in-class quiz every Wednesday,
except during the week of the midterm exam. Each quiz will assess material
from recent lectures and may also include questions from the previous quiz.
In the following week, students can retake the previous week's quiz and
the higher grade will be kept. When calculating the final grade, the lowest
two quiz scores will be dropped. There will be no make-up quizzes.
- Exams
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There will be one mid-term exam and one final exam. The mid-term exam
is scheduled for Wednesday March 11th during regular class time. The
final exam is scheduled for Monday May 4th from 2:45–4:45pm.
The final exam location will be announced later.
One page of letter-sized handwritten notes (both sides) is allowed
for each exam, and should be turned in with the exam.
Students also have the option to overwrite their mid-term exam score
with their final exam score if the final is higher—see this page for more details on exams.
- Honors or graduate credit
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If you are taking the course for honors or graduate credit, you will be required to
submit a 3–5 page paper on a topic in numerical linear algebra that is not
covered in Math/CS 513 or a topic you hope to explore further.
This page contains logistical details about
the honors/graduate paper.
The honors/graduate paper will be 5% of your final grade, and the homework assignments
percentage will be reduced to 15%.
- Academic integrity policy
-
Please refer to the
course syllabus
for details on the academic integrity policy.
Discussion and the exchange of ideas are essential to doing academic
work. For assignments in this course, you are encouraged to consult
with your classmates as you work on homework assignments. However, after
discussions with peers, make sure that you can work through the
problem yourself and ensure that any answers you submit for
evaluation are the result of your own efforts. You must list the
names of students with whom you have collaborated on homework
assignments.
In addition, you must cite any books, articles, websites, lectures,
etc. that have helped you with your work using appropriate
citation practices. Using homework solutions from previous years is
forbidden. Failure to disclose collaboration on homework assignments,
or failure to cite resources, will be treated as academic misconduct;
it will be evaluated on a case-by-case basis.
The teaching team reserves the right to use the
Gradescope
Review Similarity tool to check student code submissions for similarity. Cases of excessive similarity
will
be reviewed manually by the teaching team and addressed on a case-by-case basis.
- AI policy
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While generative artificial intelligence (AI) is powerful and rapidly evolving, it is also prone to producing
incorrect code, fabricated references, and misleading summaries.
To become critical and responsible users of modern tools, students are expected to learn
independently—understanding not just what works, but why it works—so that you can adapt and apply these
tools effectively and accurately.
Responsible use of such tools requires, first and foremost, a strong foundation in the
subject matter.
The use of generative AI tools and applications (including, but not limited to ChatGPT, Copilot, Claude, etc.)
in this course is governed by the following policies:
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Prohibited uses: All submitted assignments for this course must be a student's own work.
The
use of generative AI to draft or produce writeups, solutions, proofs, or code is prohibited. Such use
constitutes a violation of UW–Madison’s
academic misconduct policy,
specifically UWS 14.03(1)b.
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Permitted uses: Limited and strategic use of AI is allowed in the following cases:
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Copyediting: AI may be used to check grammar or to assist with formatting.
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Plotting: AI may be used to assist with plotting commands that are not demonstrated
in class. However, students must verify and be able to explain any submitted plotting code.
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Literature review: AI may be used as a "search engine" to help identify
potential references. You must independently verify all findings with cited traditional and verifiable
sources. AI-generated summaries cannot substitute for reading the original papers, as they are often
skewed by the prompt and may provide incorrect information.
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Disclosure requirement: If AI is used in any of the permitted ways, students must include
a paragraph in the writeup stating how AI was used, and clearly note the usage in comments within your
code.
Students should be prepared to provide the exact prompt(s) used if requested by the teaching staff.
Failure to disclose AI use will be treated as academic misconduct.