Fast Numerical Algorithms. 3 credits, 3 contact hours

Catalog description

The course covers state-of-the-art, analysis-based, fast numerical algorithms for computing discrete summations/transforms and for solving differential/integral equations. In particular, this course presents fast multiple methods and their descendants, including fast Fourier transform for nonequispaced data, fast Gauss transform, fast iterative solver and direct solver for elliptic boundary value problems.