This course is an introduction to numerical Linear Algebra. Topics include: matrix factorizations: QR-factorization, Cholesky factorization , vector and matrix norms: properties of the ‖.‖1, ‖.‖2|| and ‖.‖ norms of vectors in Rn, properties of the ‖.‖1, ‖.‖2|| , ‖.‖ and ‖.‖F norms of an mxn matrix, condition number of a matrix, ill-conditioned systems, the Hilbert matrix, perturbation analysis of linear systems, singular value decomposition (SVD) of an mxn matrix, Moore-Penrose inverse, rank k approximation of a matrix, applications of the SVD to least-squares problems, iterative methods for large sparse linear systems: the Jacobi and Gauss-Seidel methods, the SOR method, applications to the solution of linear systems with banded coefficient matrices, regularization methods for ill-conditioned linear systems, regularization of orders 0, 1 and 2, and the L-curve method for choosing an optimal regularization parameter.
Course Code:
MAT 815
No. of Credits:
3
Level:
Level 800
Course Semester:
First Semester
Pre-requisite:
MAT 407
Select Programme(s):
Mathematics
Mathematics
Mathematics