Numerical Linear Algebra I
Wachman Hall 527
Wachman Hall 514
This introductory graduate course is directed to any student interested in applied mathematics or applied science in general.
It concentrates on the study of the solution of linear systems of
algebraic equations and of eigenvalue problems. These topics are at the core of many problems in science and engineering, especially the solution of differential equations. Students learn to solve these problems, to do some computational mathematics (fundamental in today's scientific world), and to analyze each possible method with a critical mind. Topics to be covered include: matrix factorizations and their applications. Conditioning and stability issues. Basic methods for eigenvalue problems, and for linear systems.
Working knowledge of a computer language such as MATLAB, undergraduate linear algebra (matrix analysis, subspaces, etc.), desire to understand the ideas behind today's scientific software, and to know when one can believe the computer results obtained and when to question them.
Homework: 70%, Final: 30%