A good knowledge of numerical analysis and scientific computing is necessary in order to compete successfully with trained mathematicians, physicists, computer scientists and computational biologists in the international workplace. The Centre for Mathematical Sciences offers a series of more or less advanced courses that can be taken jointly by students at the Faculty of Science and students at LTH: See All courses offered.
The basic Faculty of Science course NUMA21 (or some LTH equivalent) is a prerequisite in all other courses. Here you learn how to use high level programming languages such as MATLAB, which in recent years have become universal tools for scientists and engineers all over the world. You can solve simple problems involving integrals, eigenvalues, matrix factorizations, linear systems, and ordinary differential equations with a few command-lines. You hardly have to understand what algorithms are involved to get a numerical answer.
A basic MATLAB-type course is definitely not sufficient background for those who need to solve large and challenging numerical problems. Not even in the sub-field of Numerical Linear Algebra. As problems grow in size and difficulty, issues of computing costs and memory requirements become major worries. One cannot rely on that the built-in solvers of the programming language are efficient or even applicable. Furthermore, there may be several solver options. Which one shall I choose? should I construct my own solver? or search for one on the internet? or buy a commercial code? One surely needs to know something about the properties of various algorithms and problem types to make the right choice.
Questions of accuracy and speed are also important in Numerical Linear Algebra. Even for simple problems. There are situations where simple problems have to be solved repeatedly to a given accuracy at a minimal cost. Perhaps in the context of analyzing signals from outer space, or in a telephone exchange, or in repeated biochemical simulations of various substances.
Well, as you can imagine, there are many situations where an expert is needed, and where the average engineer is confused. The course NUMA11/FMNN01 aims at making you some kind of expert on problems which can be classified as Numerical Linear Algebra.
Johan Helsing