Numerical Methods for Large-Scale Linear Algebra

2-0-4 units · Undergraduate

Focuses on methods for solving huge linear systems such as those that arise in engineering, statistics, and science. Sparse matrices, low-rank structures and other compressed representations of large matrices. Sparse direct solvers, iterative linear solvers, and randomized algorithms. Includes a final project. Second half-term subject building on basic ideas introduced in 18.C21 .