          |
Numerical Methods
Faculty
Scope
- direct and iterative methods for linear systems
- eigenvalue decomposition
- numerical optimization
- interpolation and approximation
- numerical solutions of ordinary differential equations
- parallel numerical algorithms
The student is expected to have a general knowledge of the topics listed above. Standard questions that might be asked include definitions, existence, uniqueness, characterization, derivation, proof, applicability, sensitivity, stability, accuracy, convergence, computational complexity, etc., as may be relevant.
Suggested readings
- Matrix Computations, by Gene H. Golub and Charles F. van Loan, John Hopkins, 1996.
- Linear and Nonlinear Programming 2/e by D. Luenberger, Springer, 2003
- Scientific Computing: An Introductory Survey, Second Edition, by Michael T. Heath, McGraw Hill, 2002.
Other references
- Applied Numerical Linear Algebra by J.W. Demmel, SIAM, 1997
- Numerical Linear Algebra by Lloyd N. Trefethen and David Bau, SIAM, 1997
- A First Course in the Numerical Analysis of Differential Equations, by A. Iserles, Cambridge, 1996.
Related courses
Links to this Page
|