MATH6340 - Numerical Linear Algebra

MATH 6340 Numerical Linear Algebra (3 semester credit hours) Topics include direct and iterative methods for solving linear systems; vector and matrix norms; condition numbers; least squares problems; orthogonalization, singular value decomposition; computation of eigenvalues and eigenvectors; conjugate gradients; preconditioners for linear systems; computational cost of algorithms. Topics will be supplemented with programming assignments. Recommended Prerequisites: MATH 4334 or equivalent and a prior programming course. Prerequisite: MATH 2418. (3-0) Y