Scientific Computation

Catalog description

Prerequisites: Graduate standing. This course will introduce fundamental algorithms in numerical linear algebra, matrix factorizations including SVD and QR, direct and iterative methods for solving linear systems, least squares problems and eigenvalue problems. Other topics covered will be chosen from numerical integration and differentiation, iterative methods for ODE's and PDE's, Discrete Fourier transform and FFT, spline smoothing and kernel smoothing. Topics are identical to MATH 4080 but material is covered at a greater depth and additional projects/assignments are required. Credit cannot be earned for both MATH 4080 and MATH 5080 .