CS 4220 - [Numerical Analysis: Linear and Nonlinear Problems]

(crosslisted)
(also MATH 4260) (MQR)

Spring. 4 credits.

Prerequisites: MATH 2210 or MATH 2940 or equivalent, one additional mathematics course numbered 3000 or above, and knowledge of programming. Next offered 2012-2013.

Staff,

Introduction to the fundamentals of numerical linear algebra: direct and iterative methods for linear systems, eigenvalue problems, singular value decomposition. In the second half of the course, the above are used to build iterative methods for nonlinear systems and for multivariate optimization. Strong emphasis is placed on understanding the advantages, disadvantages, and limits of applicability for all the covered techniques. Computer programming is required to test the theoretical concepts throughout the course.