18.335J / 6.337J Introduction to Numerical Methods, Fall 2006
Alternative Title:
Introduction to Numerical Methods
Author:
Persson, Per-Olof
Abstract:
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®.