MA 522 - Matrix Theory and Numerical Linear Algebra I. Review of basic linear algebra from a constructive and geometric point of view. Factorizations of Gauss, Cholesky and Gram-Schmidt; determinants; linear least squares problems; rounding error analysis; stable methods for updating matrix factorizations and for linear programming; introduction to Hermitian eigenvalue problems and the singular value decomposition via the QR algorithm and the Lanczos process; method of conjugate gradients. (Same as CS 522.) |
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MA 537 - Numerical Analysis. Finite-precision (floating-point) arithmetic; solution of non-linear equations; approximation of functions; numerical differentiation and integration; numerical solution of ordinary differential equations. (Same as CS 537 and EGR 537.) |
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MA 622 - Matrix Theory and Numerical Linear Algebra II.Numerical solution of matrix eigenvalue problems and applications of eigenvalues; normal forms of Jordan and Schur; vector and matrix norms; perturbation theory and bounds for eigenvalues; stable matrices and Lyapunov theorems; nonnegative matrices; iterative methods for solving large sparse linear systems. |
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MA 721 - Selected Topics in Numerical Analysis.Review of current research in numerical analysis. May be repeated to a maximum of nine credits. Prerequisite: Consent of instructor. |
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MA 777 - Mathematical Seminar.May be repeated once for a total of six credits.. Prerequisite: Consent of instructor. |