Numerical Methods

Catalog description

This course covers the math methodologies that underlie the techniques of scientific computing and related numerical methods. Topics include: direct and iterative methods for linear systems, eigenvalue decompositions and factorizations, stability and accuracy of numerical algorithms, the IEEE floating-point standard, sparse and structured matrices, and linear algebra software. Other topics may include memory hierarchies and the impact of caches on algorithms, nonlinear optimization, numerical integration, FFTs, and sensitivity analysis. Problem sets will involve use of C++ programming language. The course is intensely practical with solved examples and graded exercises.