Course Schedule - Fall Semester 2006

     

Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).
Additional information available here.

CAAM 551 001 (CRN: 10463)

NUMERICAL LINEAR ALGEBRA

Long Title: NUMERICAL LINEAR ALGEBRA
Department: *Computational & Applied Math*
Instructor: Sorensen, Danny C.
Meeting: 10:00AM - 10:50AM MWF (28-AUG-2006 - 8-DEC-2006) 
Part of Term: Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Method of Instruction: Face to Face
Credit Hours: 3
Course Syllabus:
 
Prerequisites: CAAM 454 or permission of instructor
Section Max Enrollment: 20
Section Enrolled: 5
Enrollment data as of: 12-MAY-2024 4:32AM
 
Additional Fees: None
 
Final Exam: Final Exam Unknown
 
Description: Direct methods for large, sparse linear systems; regularization of ill-conditioned least squares problems; backward error analysis of basic algorithms for linear equations and least squares, sensitivity and conditioning of linear systems and least square problems; condition estimation. Preconditioned iterative methods for linear systems (CG, GMRES, BiCGstab, QMR); multigrid methods. Matrix theory including spectral decompositions, Schur form, eigenvalue perturbation theory, and the geometry of subspaces. Eigenvalue algorithms, Sylvester and Lyapunov equations, the implicitly shifted QR algorithm, computation of the SVD, generalized eigenvalue problems. Introduction to large scale eigenvalue algorithms. Proficiency in MATLAB and acquaintance with one or more of C, F77, C++, F90 is required.