MTH (0144) 583 - Numerical Linear Algebra and Applications

Credits: 3.00

Students will learn the fundamental concepts and algorithms in numerical linear algebra. In particular, students will explore direct and iterative methods for solving simultaneous linear equations, least squares problems, computation of eigenvalues and eigenvectors, and singular value decomposition.

Free Note: Open only to students in the M.S. in Mathematics

Course Learning Goals: Apply advanced linear algebra concepts and algorithms. This will be assessed by Quiz 1 and Exam 1.

● Apply numerical methods of Gaussian elimination and its variants. This will be assessed by Quiz 2 and Exam 1.

● Apply the theory behind sensitivity and stability. This will be assessed by Quiz 3 and Exam 2.

● Explore linear least squares problem. This will be assessed by Quiz 4 and Exam 2.

● Explore numerical methods and applications behind eigenvalues, eigenvectors, and SVD. This will be assessed by Quiz 5 and the Final Exam.

● Apply iterative methods for linear systems. This will be assessed by Quiz 6 and the Final Exam.