MTH691A - Numerical Linear Algebra
Prerequisites:
3-0-0-9
Course Contents
Triangular form, Matrix norms, Conditioning of linear systems, Direct methods (Gauss, Cholesky, Householder), Iterative methods (Jacobi, Gauss Seidel, Relaxation) for solving linear systems, Computing of eigen values & eigenvectors (Jacobi, Givens Householder, QR, Inverse methods), Conjugate gradient method & its preconditioning.
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