MATH 4080: Introduction to Scientific Computation

Course Description

This course will introduce fundamental algorithms in numerical linear algebra, matrix factorizations including SVD and QR, direct and iterative methods for solving linear systems, least squares problems and eigenvalue problems. Other topics covered will be chosen from numerical integration and differentiation, iterative methods for ODEs and PDEs, Discrete Fourier transform and FFT, spline smoothing and kernel smoothing. Credit cannot be earned for bothMATH 4080andMATH 5080.