Computational Mathematics

3 Credits · Level: Graduate, Undergraduate

This is a PhD level course. This course will survey key elements of computational mathematics with a particular emphasis on methods applicable to data. Course topics will include optimization, matrix analysis and approximation, graphs and networks, and linear and non-linear methods in dimension reduction and function approximation. An emphasis will be placed on computation in high dimensions and associated theory. Students who lack a working knowledge of a scripting language such as R or Python are welcome, but should talk to the instructor prior to taking the course.