CS 4220 - Numerical Analysis: Linear and Nonlinear Problems

(crosslisted) MATH 4260
(MQR-AS, SMR-AS)

Spring. 4 credits. Student option grading.

Prerequisite: MATH 2210 or MATH 2940 or equivalent, knowledge of programming, CS 3220 or CS 4210/MATH 4250, or permission of the instructor. MATH 4250/CS 4210 and MATH 4260/CS 4220 provide a comprehensive introduction to numerical analysis; these classes can be taken independently from each other and in either order. Co-meets with CS 5223.

D. Bindel.

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.