NUMERICAL LINEAR ALGEBRA

Credit Hours: 3 · Graduate

Iterative methods for solving linear systems: Jacobi, Gauss-Seidel, geometric multigrids, p-multigrids, algebraic multigrids. Connection between multigrid methods and some special architectures of neural networks. Randomized methods for matrix computations: randomized matrix matrix multiplications, randomized SVD, randomized least squares and QR. Recommended Prerequisite(s): (CAAM 453 or CMOR 422 or CAAM 550 or CMOR 522 or CAAM 553 or CMOR 524 )