MATH 4260 Numerical Analysis: Linear and Nonlinear Problems (also CS 4220) (MQR)
Spring. 4 credits. Prerequisites: MATH 2210 or 2940 or equivalent, one additional mathematics course numbered 3000 or above, and knowledge of programming.
Introduction to the fundamentals of numerical linear algebra: direct and iterative methods for linear systems, eigenvalue problems, singular value decomposition. In the second half of the course, the above are used to build iterative methods for nonlinear systems and for multivariate optimization. Strong emphasis is placed on understanding the advantages, disadvantages, and limits of applicability for all the covered techniques. Computer programming is required to test the theoretical concepts throughout the course. MATH 4250 (CS 4210) and MATH 4260 (CS 4220) provide a comprehensive introduction to numerical analysis; these classes can be taken independently from each other and in either order.