CME 302: Numerical Linear Algebra

Computational & Mathematical Engineering Stanford University 3.0 credits

Course Description

Solution of linear systems, accuracy, stability, LU, Cholesky, QR, least squares problems, singular value decomposition, eigenvalue computation, iterative methods, Krylov subspace, Lanczos and Arnoldi processes, conjugate gradient, GMRES, direct methods for sparse matrices. Prerequisites: CME 108/Math 114 and one of Math 104 or Math 113.

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