CS 475 Computational Linear Algebra

Watch a video introduction to the course on YouTube.

Objectives

The course covers four major topics: solving special linear systems, least squares problems, eigenvalue problems, and singular value decomposition. It introduces to the students the mathematical concepts, numerical methods for solving the mathematical problems, and implementation of algorithms in a high-level programming language framework.

Intended Audience

CS 475 is normally taken in the student's fourth year.

Related Courses

Prerequisites: AMATH 242/341/CM 271/CS 371 or CS 370. Not open to General Mathematics students.

Cross-listed as: CM 375.

Hardware/Software

Used in Course: UNIX.

Assumed Background: Programming knowledge in C/C++ and Matlab.

References

Numerical Linear Algebra, L.N. Trefethen, D. Bau III, SIAM, 1997.

Schedule

Three hours of lectures per week.

Outline

Solving Special Linear Systems (15 hours)

Least squares problems (8 hours)

Eigenvalue problems (7 hours)

Singular Value Decomposition (6 hours)