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Applied Numerical Linear Algebra

591

An introduction to numerical linear algebra.  Possible topics include: applied canonical forms, matrix factorizations, perturbation theory, systems of linear equations, linear least squares, singular value decomposition, algebraic eigenvalue problems, matrix functions, and the use of computational software.

Text: 

Scientific Computing: An Introductory Survey, Heath, McGraw-Hill, 2nd edition, 2002.

Prerequisite: 

MATH 290 or MATH 291. Recommended: EECS 138 or equivalent experience. Not open to students with credit in MATH 780 or MATH 782.

Credit Hours: 
3

TOPICS:

  1. Scientific Computing
  2. Systems of Linear Systems
  3. Linear Least Squares
  4. Eigenvalue Problems
  5. Topics from Nonlinear Equations, Optimization, and Fast Fourier Transform as time permits.

The emphasis of this undergraduate course is on basic algorithms of numerical linear algebra and their implementations. A more advanced treatment of the topics is given in the graduate course MATH 782.


(Xu 2010 )

Frequency: 
Irregularly

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