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Advanced Numerical Linear Algebra

881

''Advanced topics in numerical linear algebra including pseudo-spectra, rounding error analysis and perturbation theory, numerical methods for problems with special structure, and numerical methods for large scale problems.

Text: 

No Text.

Prerequisite: 

MATH 590 or Math 782 or permission of instructor.

Credit Hours: 
3

TOPICS:

Basic iterative methods for linear systems and linear eigenvalue problems; deflation techniques; general projection methods; Krylov subspace methods; pre-conditioning; multigrain methods; domain decomposition methods; perturbation theory and error analysis; non-standard eigenvalue problems.


Students should be comfortable with concepts from linear algebra (Math 590 and (or) Math 591) and numerical analysis (Math 781 and 782), e.g. Gaussian elimination; LU, Cholesky and QR factorization; QR algorithm. Programming assignments will be an essential part of the course. If you have any questions about the course prerequisites, please contact the instructor.


(Miedlar 2020 )

Frequency: 
Every Fall Semester

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