MATH 664 - Numerical Linear Algebra

Development and analysis of fundamental techniques of matrix computation, including triangular and orthogonal matrix factorizations, linear equations and least-squares problems, algorithms for symmetric and nonsymmetric matrix eigenvalue problems, and the singular value decomposition. Perturbation analysis and roundoff error analysis.

Prerequisites & Notes
PRQ: MATH 662, or both MATH 423 or MATH 523, and MATH 434 or MATH 534, or consent of department.

Credits: 3