Course Description: In this course, we will talk about fast iterative Toeplitz solvers and their applications in various fields, including PDE, integral equations, imaging, time series, and finance.

Course Format: In the first nine or ten weeks, I will follow the two textbooks listed below. In the last few weeks, students are required to read some papers on Iterative Toeplitz Solvers. Then each student is required to write a program to test the algorithm on their assigned topic and to present a talk based on finding.

Lecture Hours: Every Tuesday 10:30pm-1:15pm at LSB222

Office Hours: Every Tuesday 5:30pm-6:15pm, please send me an email (rchan@math.cuhk.edu.hk) or call me first (3943-7970), if possible.

About the Lecturer: Raymond Chan

Textbooks:

• R. Chan and X.Q. Jin, An Introduction to Iterative Toeplitz Solvers, Fundamentals of Algorithm, SIAM, 2007.
• X.Q. Jin, Developments and Applications of Block Toeplitz Iterative Solvers, Kluwer Academic Publishers, 2002.

• R. Chan and M. Ng, Conjugate Gradient Methods for Toeplitz Systems, SIAM Review, Vol 38, 1996, 427-482.
• M. Ng, Iterative Methods for Toeplitz Systems, Oxford University Press, 2004.

Teaching Schedule:

• No class on September 18 (conference leave)
  
• No class on September 25 (Public Holiday)
  
• No class on October 16 (conference leave)
  
• Supplementary classes on December 10 and 11 from 10:30 to 13:00
  

Lecture Notes:

• Lecture on September 9
• Lecture on September 16
• Lecture on October 2
• Lecture on October 9
• Lecture on October 23
• Lecture on October 30
• Lecture on November 6
• Lecture on November 13
• Lecture on November 20
• Lecture on November 27

Assignments:

• Assignment No. 1, due date Oct 31, 2018.
• Assignment No. 2, due date Dec 4, 2018.

• CUHK places very high importance on honesty in academic work submitted by students,
  and adopts a policy of zero tolerance on cheating and plagiarism. Any related offence
  will lead to disciplinary action including termination of studies at the University.
  For information on categories of offenses and types of penalties, you should consult this link.
• If you are found cheating (in the programming assignment or the homework assignments),
  you will automatically get an F grade in this course and your act will be reported
  to the Department for necessary disciplinary actions.
• To avoid copying of programs, your programs may be spot-checked, i.e. you will
  be asked questions regarding the statements in your program.