Numerical Linear Algebra
Official Course Description
The course is a follow-up to the basic course Linear Algebra. We teach how to solve practical problems using modern numerical methods and computers. The course introduces iterative methods for solving linear equations systems and eigenvalue problems of large dimensions. For more moderate size problems matrix factorization methods and their implementation are introduced. Central concepts to analyze the algorithms are convergence, stability, and complexity (how accurate the answer will be and how rapidly it is computed).
More information may be found on the course homepage at the department of Numerical Analysis