Department of Mathematics
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MATH 625 : Numerical Analysis I

Credits: 3

Course Description: This course introduces the essential ideas and computational techniques that modern scientists or engineers will need in order to carry out their work.  In most scientific modeling projects, investigators have to deal with very large systems of linear equations, understanding of which requires powerful computers, and a firm understanding of the vast number of existing pertinent algorithms.  The main goal of the course is to provide an introduction to algorithmic and mathematical foundations of high-performance matrix computations.  Topics include linear algebraic systems, matrix decompositions, least squares problems, eigenvalue problems, sparse linear systems and linear dynamical systems.  The course will emphasize mathematical and software engineering methods that will allow students to fully participate at all levels of algorithm design and implementation.

Pre-Requisites: Permission of Instructor.

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