MAT 506E - Numerical Linear Algebra

Course Objectives

1. To introduce standard problems in numerical linear algebra
2. To teach direct methods for linear systems
3. To teach iterative methods for linear systems
4. To teach method for eigenvalue problems
5. To teach how to use LAPACK, SuperLU, Generic SuperLU, BLAS software packages

Course Description

Vector and matrix norms, standard problems in numerical linear algebra, direct methods for linear systems, Gauss elimination, LU factorization, QR factorization, iterative methods, Jacobi method, Gauss-Seidal method, relaxation methods, method for eigenvalue problems, software packages .