Level:
Graduate
Instructors:
The image of the unit sphere under any m x n matrix is a hyperellipse. (Image by Dr. Per-Olof Persson.)
Course Features
Course Highlights
Course Description
This course offers an advanced introduction to numerical linear
algebra. Topics include direct and iterative methods for linear
systems, eigenvalue decompositions and QR/SVD factorizations, stability
and accuracy of numerical algorithms, the IEEE floating point standard,
sparse and structured matrices, preconditioning, linear algebra
software. Problem sets require some knowledge of MATLABŪ.
Technical Requirements
Special software is required to use some of the files in this course: .m.