Math 7710 - Numerical Linear Algebra

Syllabus
Instructor:Xiaoliang Wan
Lecture:TTh 10:30-11:50pm, 235 Lockett Hall
Office Hours:MW 12:30-2:00pm
Description: In this course, we will focus on how to perform matrix computations efficiently and accurately. Topics will include Gaussian elimination, singular value decomposition, eigenvalue solvers, and iterative methods for linear systems. In addition to these classical topics, we will also pay attention to randomized algorithms. Both theoretical analysis and numerical experiments will be discussed. A programming language is required, and Python is recommended.
Grade:Your final grade will be based on your performance on homework and the final project. You are encouraged to discuss with others about your homework. However, you must prepare you own solutions.

Homework