CS 6220 - [Data-Sparse Matrix Computations]

Fall. Next offered 2016-2017. 4 credits.

Prequisites: CS 4220 or CS 6210.

Staff.

Solving large matrix problems when the matrix is either sparse or highly structured. Methods for sparse problems include conjugate gradients, Lanzcos, Arnoldi, and multigrid. The use of effective preconditioners is stressed. Fast methods for matrices that have Toeplitz, Cauchy, or semi-separable structure are also detailed.