Components of learning and assessment in linear algebra

Linear algebra provides theory and technology that are the cornerstones of a range of cutting edge mathematical applications, from designing computer games to complex industrial problems, as well as more traditional applications in statistics and mathematical modelling. Once past introductions to matrices and vectors, the challenges of balancing theory, applications and computational work across mathematical and statistical topics and problems are considerable, particularly given the diversity of abilities and interests in typical cohorts. This paper considers two such cohorts in a second level linear algebra course in different years. The course objectives and materials were almost the same, but some changes were made in the assessment package. In addition to considering effects of these changes, the links with achievement in first year courses are analysed, together with achievement in a following computational mathematics course. Some results that may initially appear surprising provide insight into the components of student learning in linear algebra.

Linear algebra: selected problems

Linear Algebra—Selected Problems is a unique book for senior undergraduate and graduate students to fast review basic materials in Linear Algebra. Vector spaces are presented first, and linear transformations are reviewed secondly. Matrices and Linear systems are presented. Determinants and Basic geometry are presented in the last two chapters. The solutions for proposed excises are listed for readers to references.

An example of Learning based on competences: Use of Maxima in Linear Algebra for Engineers

This paper analyzes the role of Computer Algebra Systems (CAS) in a model of learning based on competences. The proposal is an e-learning model Linear Algebra course for Engineering, which includes the use of a CAS (Maxima) and focuses on problem solving. A reference model has been taken from the Spanish Open University. The proper use of CAS is defined as an indicator of the generic ompetence: Use of Technology. Additionally, we show that using CAS could help to enhance the following generic competences: Self Learning, Planning and Organization, Communication and Writing, Mathematical and Technical Writing, Information Management and Critical Thinking.

DERIVE and Linear Algebra

This work describes an experience with a methodology for learning based on competences in Linear Algebra for engineering students. The experience has been based in autonomous team work of students. DERIVE tutorials for Linear Algebra topics are provided to the students. They have to work with the tutorials as their homework. After, worksheets with exercises have been prepared to be solved by the students organized in teams, using DERIVE function previously defined in the tutorials. The students send to the instructor the solution of the proposed exercises and they fill a survey with their impressions about the following items: ease of use of the files, usefulness of the tutorials for understanding the mathematical topics and the time spent in the experience. As a final work, we have designed an activity directed to the interested students. They have to prepare a project, related with a real problem in Science and Engineering. The students are free to choose the topic and to develop it but they have to use DERIVE in the solution. Obviously they are guided by the instructor. Some examples of activities related with Orthogonal Transformations will be presented.

Topics in randomized numerical linear algebra

This thesis studies three classes of randomized numerical linear algebra algorithms, namely: (i) randomized matrix sparsification algorithms, (ii) low-rank approximation algorithms that use randomized unitary transformations, and (iii) low-rank approximation algorithms for positive-semidefinite (PSD) matrices.

Randomized matrix sparsification algorithms set randomly chosen entries of the input matrix to zero. When the approximant is substituted for the original matrix in computations, its sparsity allows one to employ faster sparsity-exploiting algorithms. This thesis contributes bounds on the approximation error of nonuniform randomized sparsification schemes, measured in the spectral norm and two NP-hard norms that are of interest in computational graph theory and subset selection applications.

Low-rank approximations based on randomized unitary transformations have several desirable properties: they have low communication costs, are amenable to parallel implementation, and exploit the existence of fast transform algorithms. This thesis investigates the tradeoff between the accuracy and cost of generating such approximations. State-of-the-art spectral and Frobenius-norm error bounds are provided.

The last class of algorithms considered are SPSD "sketching" algorithms. Such sketches can be computed faster than approximations based on projecting onto mixtures of the columns of the matrix. The performance of several such sketching schemes is empirically evaluated using a suite of canonical matrices drawn from machine learning and data analysis applications, and a framework is developed for establishing theoretical error bounds.

In addition to studying these algorithms, this thesis extends the Matrix Laplace Transform framework to derive Chernoff and Bernstein inequalities that apply to all the eigenvalues of certain classes of random matrices. These inequalities are used to investigate the behavior of the singular values of a matrix under random sampling, and to derive convergence rates for each individual eigenvalue of a sample covariance matrix.

RcppArmadillo : accelerating R with high-performance C++ linear algebra

The R statistical environment and language has demonstrated particular strengths for interactive development of statistical algorithms, as well as data modelling and visualisation. Its current implementation has an interpreter at its core which may result in a performance penalty in comparison to directly executing user algorithms in the native machine code of the host CPU. In contrast, the C++ language has no built-in visualisation capabilities, handling of linear algebra or even basic statistical algorithms; however, user programs are converted to high-performance machine code, ahead of execution. A new method avoids possible speed penalties in R by using the Rcpp extension package in conjunction with the Armadillo C++ matrix library. In addition to the inherent performance advantages of compiled code, Armadillo provides an easy-to-use template-based meta-programming framework, allowing the automatic pooling of several linear algebra operations into one, which in turn can lead to further speedups. With the aid of Rcpp and Armadillo, conversion of linear algebra centered algorithms from R to C++ becomes straightforward. The algorithms retains the overall structure as well as readability, all while maintaining a bidirectional link with the host R environment. Empirical timing comparisons of R and C++ implementations of a Kalman filtering algorithm indicate a speedup of several orders of magnitude.

Variable Elimination in Linear Constraints

Gauss and Fourier have together provided us with the essential techniques for symbolic computation with linear arithmetic constraints over the reals and the rationals. These variable elimination techniques for linear constraints have particular significance in the context of constraint logic programming languages that have been developed in recent years. Variable elimination in linear equations (Guassian Elimination) is a fundamental technique in computational linear algebra and is therefore quite familiar to most of us. Elimination in linear inequalities (Fourier Elimination), on the other hand, is intimately related to polyhedral theory and aspects of linear programming that are not quite as familiar. In addition, the high complexity of elimination in inequalities has forces the consideration of intricate specializations of Fourier's original method. The intent of this survey article is to acquaint the reader with these connections and developments. The latter part of the article dwells on the thesis that variable elimination in linear constraints over the reals extends quite naturally to constraints in certain discrete domains.

Accelerating Numerical Linear Algebra Kernels on a Scalable Run Time Reconfigurable Platform

Numerical Linear Algebra (NLA) kernels are at the heart of all computational problems. These kernels require hardware acceleration for increased throughput. NLA Solvers for dense and sparse matrices differ in the way the matrices are stored and operated upon although they exhibit similar computational properties. While ASIC solutions for NLA Solvers can deliver high performance, they are not scalable, and hence are not commercially viable. In this paper, we show how NLA kernels can be accelerated on REDEFINE, a scalable runtime reconfigurable hardware platform. Compared to a software implementation, Direct Solver (Modified Faddeev's algorithm) on REDEFINE shows a 29X improvement on an average and Iterative Solver (Conjugate Gradient algorithm) shows a 15-20% improvement. We further show that solution on REDEFINE is scalable over larger problem sizes without any notable degradation in performance.

Linear algebra with applications

Lecture slides and notes for a PhD level course on linear algebra for electrical engineers and computer scientists. This course is given in in the framework of the School of Electronics and Computer Science Mathematics Training Courses https://secure.ecs.soton.ac.uk/notes/pg_maths/ (ECS password required)

Monte Carlo numerical treatment of large linear algebra problems

In this paper we deal with performance analysis of Monte Carlo algorithm for large linear algebra problems. We consider applicability and efficiency of the Markov chain Monte Carlo for large problems, i.e., problems involving matrices with a number of non-zero elements ranging between one million and one billion. We are concentrating on analysis of the almost Optimal Monte Carlo (MAO) algorithm for evaluating bilinear forms of matrix powers since they form the so-called Krylov subspaces. Results are presented comparing the performance of the Robust and Non-robust Monte Carlo algorithms. The algorithms are tested on large dense matrices as well as on large unstructured sparse matrices.