Matrix computations, conditioning/stability, direct methods for linear systems, classical iterative methods: Jacobi, Gauss-Seidel; modern iterative methods, Arnoldi decomposition, GMRES and other Krylov subspace-based methods for sparse and structured matrices; numerical solution of eigenvalue problems, implementation using suitable programming language, application to differential equations/optimization problems. Also listed as COMP 4806. Prerequisite(s): MATH 2152 or MATH 2107; MATH 2000 and MATH 3806; or permission of the School. Lectures three hours a week. [0.5 credits]
Matrix computations, conditioning/stability, direct methods for linear systems, classical iterative methods: Jacobi, Gauss-Seidel; modern iterative methods, Arnoldi decomposition, GMRES and other Krylov subspace-based methods for sparse and structured matrices; numerical solution of eigenvalue problems, implementation using suitable programming language, application to differential equations/optimization problems. Also listed as COMP 4806. Prerequisite(s): MATH 2152 or MATH 2107; MATH 2000 and MATH 3806; or permission of the School. Lectures three hours a week. [0.5 credits]
