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SEP 6MA3

Numerical Linear Algebra and Numerical Optimization

Graduate

Undated

Topics

  • Solving system
  • Linear equations
  • Direct methods
  • Iterative methods
  • Interpolation
  • Linear Least Squares
  • LU and QR factorization
  • Eigenvalue problems
  • Singular Value Decomposition
  • Principal component analysis
  • Linear discriminant analysis
  • Optimization algorithms for deep learning
Sources