Course Schedule and Catalog

Department: *Computational & Applied Math*

Grade Mode: Standard Letter

Course Type: Lecture

Credit Hours: 3

Prerequisite(s): CAAM 454

Description: NUMERICAL LINEAR ALGEBRA ***** Direct methods for large, sparse linear system; regularization of ill-conditioned lest squares problems; backward error analysis of basic algorithms for linear equations and least squares, condition estimation. Preconditioned iterative methods for linear systems (CG, GMRES, BiCGstab, QMR); matrix theory including spectral decompositions, Schur form, eigenvalue perturbations, and the geometry of subspaces. Eigenvalue algorithms, Sylvester's equation, the implicity shifted QR algorithm, computation of the SVD, generalized eigenvalue problems. Introduction to large scale eigen value algoritms and multigrid. ***** Prerequisites: CAAM 454 or permission of the instructor. Computer programming in Matlab and one or more of C, F77, C++, F90 is required.