Numerical Methods & Computing

Catalog description

Implementation of numerical methods underlying modern data analysis techniques for solving large scale problems, with an emphasis on the use of scientific computing software. Topics include Jacobi and Gauss-Seidel iterations for solving linear systems of equations, Newton’s method and its variants for solving nonlinear systems, line-search and descent methods for nonlinear optimization, Gauss-Newton and Levenberg-Marquardt methods for solving least squares problems, and Runge-Kutta methods for ordinary differential equations as time permits.