Lecture: 3 hours
Discussion: 1 hour
Prerequisite: Course ECS 130 or Engineering Applied Science 209 or Mathematics 167
Grading: Letter; problem sets and projects (30%), midterm (30%), final (40%)
Numerical linear algebra (NLA) with emphasis on applications in engineered systems; matrix factorizations; perturbation and rounding error analyses of fundamental NLA algorithms. Offered in alternate years.
To give students an in-depth introduction to the graduate-level numerical linear algebra (NLA) that lies at the heart of all modern computational science and engineering. Throughout the course there is an emphasis on the interplay between the underlying mathematical descriptions of algorithms and their implementation on specific computing machines with specific software. Students should gain from the course an ability to be an intelligent, discriminating user of current algorithms and software in NLA and related disciplines.
Expanded Course Description:
A.J. Laub, Computational Matrix Analysis (not published), LaTeX notes
Instructors: Z. Bai
Prepared by: A.J. Laub (January 2002)
This course does not have a significant overlap with any other course. It covers some of the same general topics as Math 229A, but does so at a more applied and software-related level.
Applications in computational science and engineering are emphasized throughout. This course is suitable for graduate students in any department in the College of Engineering or the Division of Mathematical and Physical Sciences.