Numerical Linear Algebra
University of Alabama at Birmingham
CourseMA 660
Vector and matrix norms. Singular Value Decomposition (SVD). Stability, condition num-bers, and error analysis. QR factorization. Least squares problems; Computation of eigen-values and eigenvectors: Power method and variants. Iterative methods for linear systems: Stationary iteration and relaxation methods, Convergence of stationary methods, Conju-gate gradient method, Krylov subspace methods, and Multigrid methods.
Credits
3 credits
Course Code
MA 660