• Home
  • Advanced Numerical Linear Algebra

Advanced Numerical Linear Algebra

881

''Advanced topics in numerical linear algebra including pseudo-spectra, rounding error analysis and perturbation theory, numerical methods for problems with special structure, and numerical methods for large scale problems.

Text: 

Iterative Methods for Sparse Linear Systems, 2nd edition, Saad, SIAM, 2003.

Prerequisite: 

MATH 590 or Math 782 or permission of instructor.

Credit Hours: 
3

TOPICS:

Basic iterative methods for linear systems and linear eigenvalue problems; deflation techniques; general projection methods; Krylov subspace methods; pre-conditioning; multigrain methods; domain decomposition methods; perturbation theory and error analysis; non-standard eigenvalue problems.


Students should be comfortable with concepts from linear algebra (Math 590 and (or) Math 591) and numerical analysis (Math 781 and 782), e.g. Gaussian elimination; LU, Cholesky and QR factorization; QR algorithm. Programming assignments will be an essential part of the course. If you have any questions about the course prerequisites, please contact the instructor.


(Xu 2018 )

Frequency: 
Every Fall Semester

Events Calendar

Announcements
Using Math

CTE course transformation grant helps Emily Witt, assistant professor of math, develop active learning with student groups in calculus.  Positive results using modules developed with Justin Lyle and Amanda Wilkens, math graduate students, were attained.  Read more

Math and COVID-19: Sources on how math is being used to track the virus and its spread.  AMS link.

A mathematician-musician's breakthrough melds East, West. Read more.

Researcher's innovative approach to flood mapping support emergency management and water officials. Read more.

Nicole Johnson found a way to express her baton twirling using math. See video.