Computational Linear Algebra

12 units · Graduate

Fall: 12 units This is a survey of methods in computational linear algebra. Topics covered in this course focus around algorithms for solving (dense or large and sparse) linear systems. Regularization and underdetermined systems will be discussed in detail. Rather than assuming prior knowledge in numerical analysis or matrix theory, we will introduce standard methods or results when needed. In this way, much of the material is self-contained. Theoretical and experimental results will be covered accordingly, with an emphasis on cost, stability, and convergence. (Three 50 minute lectures)