Course: MATH 581. Numerical Methods for Linear Systems (3)
Prerequisite: MATH 462. Methods for solving large linear problems and eigenvalue problems are presented at an advanced level. Direct methods such as LU factorization, Cholesky factorization and the Least Squares method, and Iterative methods, such as the Jacobi, Gauss-Seidel, SOR and conjugate Gradient methods, are discussed in detail. Eigenvalue problems are solved via power iteration, the QR method and the Jacobi method.