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