CAAM 651 - TOPICS IN NUM LINEAR ALGEBRA
Long Title: TOPICS IN NUMERICAL LINEAR ALGEBRA
Department: Computational & Applied Math
Grade Mode: Standard Letter
Course Type: Lecture
Credit Hours: 1 TO 3
Must be enrolled in one of the following Level(s):
Description: 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; dimension reduction for large dynamical control systems; effects on non-normality on behavior of dynamical systems and iterative processes. Recommended Prerequisite(s): CAAM 551. Repeatable for Credit.