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Course Description
Study of numerical methods for the algebraic eigenvalue problem, solutions
of ordinary differential equations; and topics from approximation theory, numerical
solution of partial differential equations, optimization techniques, and sparse matrix
computations. Prerequisites: CS 5510 or MATH 5510 plus MATH 3370 or equivalent.
Course Syllabus
- Initial value problems
- Multivariate Rootfinding
- Boundary Value Problems
- Eigenvalues
- Linear least-squares
- Fast Fourier Transform
- Multivariate Optimization
Course Assignments Four to six homework assignments will be given during the term.
Some assignments require computer programming to implement different techniques.
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