Mathematics 773-01
Numerical Linear Algebra
Syllabus
Fall 2003
Instructor: Dr. Lisa Fauci
Office: Gibson Hall 417B
Office Hours: M,W,F 1:00-2:00 and by appointment
Phone: 862-3431
email: ljf@math.tulane.edu
Text
Numerical Linear Algebra , by Lloyd N. Trefethen and David Bau, III.
SIAM publishing, ISBN 0-89871-361-7.
Other useful texts
Applied Numerical Linear Algebra , by James Demmel.
SIAM publishing.
Matrix Computations , by Golub and Van Loan.
Course Description
Algorithms in numerical linear algebra are essential in every
area of science and technology, including solutions of differential
equations, image processing, optimization,
and statistical analysis of data.
This course will focus on both the theory and implementation
of methods in numerical linear algebra. Topics include:
linear systems of equations- direct methods and iterative methods;
QR factorizations;
least square problems;
singular value decompositions;
eigenvalue calculations;
elliptic partial differential equations.
This course assumes a good undergraduate background in linear
algebra and some computing experience. It will be accessible to
first-year graduate students in math and engineering, as well as
seniors with substantial math background.