MATH 62251/72251: Numerical Analysis I
The material covered in this course is essential for the understanding and proper use of most state-of-the-art numerical methods and software for scientific computing. The course emphasizes fundamental algorithms of linear algebra and their many applications. A geometric approach helps to provide a thorough understanding of the underlying concepts. Matrix factorization methods will be emphasized. Methods for least squares problems, eigenvalue and singular value computation, and the solution of so-called inverse problems, with application to image restoration, will be discussed. MATLAB or GNU Octave implementation of algorithms will provide valuable hands-on experience.