Course Schedule and Catalog

Department: *Computational & Applied Math*

Grade Mode: Standard Letter

Course Type: Lecture

Credit Hours: 3

Prerequisite(s): CAAM 551

Description: TOPICS IN NUMERICAL LINEAR ALGEBRA ***** Selected topics will vary depending on instructor and student interests. Derivation and analysis of Krylov and subspace iteration methods for large eigenvalue problems (Lanczos, Arnoldi, Jacobi-Davidson algorithms); preconditioning for linear systems and eigenvalue problems (incomplete LU, domain decomposition, multigrid); convergence analysis including potential theory and pseudospectra. Applications: regularization of discrete inverse problems; dimensions reduction for large dynamical contol systems; applications involving nonnormal matrices. May be repeated for credit. ***** Prerequisite: CAAM 551 or permission of instructor. Repeatable for Credit.