STAT 31060. Further Mathematical Computation — Matrix Computation

Department of Statistics
University of Chicago
Winter 2014

This course is a continuation of Stat 309. We will discuss topics that we did not have a chance to cover last quarter. However it is not necessary to have taken Stat 309 before taking this course. We will discuss three main topics: (i) Krylov subspace methods, (ii) eigenvalue problems, (iii) singular value problems.



Location: Eckhart Hall, Room 117

Times: 3:00–4:20pm on Tue/Thu.

Course staff

Instructor: Lek-Heng Lim
Office: Eckhart 122
Tel: (773) 702-4263
Office hours: By appointment.

Course Assistant: Somak Dutta
Office: Ryerson 375
Office hours: By appointment.


Grade composition: No in-class examination. Grade based entirely on participation in class and homework assigments.