CS 4220 - Numerical Analysis: Linear and Nonlinear Problems

(crosslisted) MATH 4260
(MQR-AS)

Spring. 4 credits. Student option grading.

Prerequisite: MATH 2210 or MATH 2940 or equivalent, one additional mathematics course numbered 3000 or above, and knowledge of programming. Students will be expected to be comfortable with proofs.

Staff.

Introduction to the fundamentals of numerical linear algebra: direct and iterative methods for linear systems, eigenvalue problems, singular value decomposition. In the second half of the course, the above are used to build iterative methods for nonlinear systems and for multivariate optimization. Strong emphasis is placed on understanding the advantages, disadvantages, and limits of applicability for all the covered techniques. Computer programming is required to test the theoretical concepts throughout the course.