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MATH
510

Num Methods for Linear Algebra

Hours

3.0 Credit, 3 Lecture, 0 Lab

Semester

Fall
Numerical matrix algebra, orthogonalization and least squares methods, unsymmetric and symmetric eigenvalue problems, iterative methods, advanced solvers for partial differential equations.

Learning Outcomes

Students should know all relevant definitions, correct statements of the major theorems (including their hypotheses and limitations), and examples and non-examples of the various concepts. The students should be able to demonstrate their mastery by solving non-trivial problems related to these concepts, and by proving simple (but non-trivial) theorems about the concepts below, related to, but not identical to, statements proven by the text or instructor.

Overview

This course is designed to prepare students to solve linear algebra problems arising from many applications such as mathematical models of physical or engineering processes. Students are introduced to modern concepts and methodologies in numerical linear algebra, with particular emphasis on the methods that can be used to solve very large-scale problems. In-depth discussion of theoretical aspects such as stability and convergence will be used to enhance student understanding of the numerical methods. Students will also be required to perform some programming and computation so as to gain experience in implementing and observing the numerical performance of the various numerical methods. 

For more detailed information visit the Math 510 Wiki page.