18.335J / 6.337J Introduction to Numerical Methods

Fall 2006

The image of the unit sphere under an m x n matrix.
The image of the unit sphere under any m x n matrix is a hyperellipse. (Image by Dr. Per-Olof Persson.)

Course Highlights

This course features lecture notes and assignments.

Course Description

This course offers an advanced introduction to numerical linear algebra. Topics include direct and iterative methods for linear systems, eigenvalue decompositions and QR/SVD factorizations, stability and accuracy of numerical algorithms, the IEEE floating point standard, sparse and structured matrices, preconditioning, linear algebra software. Problem sets require some knowledge of MATLAB®.

Technical Requirements

Special software is required to use some of the files in this course: .m.

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Staff

Instructor:
Dr. Per-Olof Persson

Course Meeting Times

Lectures:
Two sessions / week
1.5 hours / session

Level

Graduate

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