Purdue University - Department of Computer Science - CS 515: Numerical Linear Algebra

CS 515: Numerical Linear Algebra

List of Topics:

Part I: Dense Matrix Computation

Direct Linear System Solvers

HoursTopic
2 LU and Cholesky factorization schemes
2 Norms and condition numbers
3

Pivoting strategies, scaling, and iterative refinement

Least Squares Problems

2 Orthogonal projections
3 Orthogonal factorization schemes -- Givens, Householder, and Gram-Schmidt
3

Singular-value decomposition

The symmetric eigenvalue problem

2 Eigenvalues and eigenvectors
2 Power method and inverse iteration
2 Reduction to the tridiagonal form
2 Extraction of eigenpairs

Part II: Iterative methods for sparse linear systems

HoursTopic
2 Discretization of partial differential equations
2 Sparse matrices
2 Basic iterative linear system solvers
3 Projection methods
5 Krylov subspace methods
2 Schemes for normal equations
4 Preconditioning techniques

Total Hours: 43

Last Updated: Apr 25, 2017 4:53 PM

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