18.335J / 6.337J Introduction to Numerical Methods, Fall 2006

Persson, Per-Olof

Author(s)

Persson, Per-Olof

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Alternative title

Introduction to Numerical Methods

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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®.

Date issued

2006-12

URI

http://hdl.handle.net/1721.1/75282

Department

Massachusetts Institute of Technology. Department of Mathematics; Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science

Other identifiers

18.335J-Fall2006

local: 18.335J

local: 6.337J

local: IMSCP-MD5-2c64ecfdb65a01615385c645286c843a

Keywords

numerical linear algebra, linear systems, eigenvalue decomposition, QR/SVD factorization, numerical algorithms, IEEE floating point standard, sparse matrices, structured matrices, preconditioning, linear algebra software, Matlab

Collections

MIT OCW Archived Courses