Sep 21, 2023  
Rensselaer Catalog 2022-2023 
Rensselaer Catalog 2022-2023 [Archived Catalog]

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MATH 4840 - Numerical Linear Algebra with Applications

The focus of the course is on fundamental algorithms in computational linear algebra and their applications in science and engineering. These algorithms involve QR and SVD factorizations, the computation of eigenvalues and eigenvectors, basic optimization methods, and iterative methods for sparse systems. Applications will be considered in areas such as data analysis and compression, principal component and spectral analysis, solutions of large sparse systems, among others.

Prerequisites/Corequisites: MATH 4800 .

When Offered: Spring term odd-numbered years.

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