Numerical Analysis I (MATH521) Course Details

Course Name: Numerical Analysis I
Code: MATH521
Pre-requisite Course(s): Consent of the department
Objective: This course is designed to give the expertise necessary to understand, construct and use computational methods for the numerical solution of linear algebra problems. The emphasis is on derivation and analysis of iterative methods for linear algebra problems as well as condition number, convergence, stability of algorithms and the criteria for choosing the best algorithm for the problem under consideration.
Content: Matrix and vector norms, error analysis, solution of linear systems: Gaussian elimination and LU decomposition, condition number, stability analysis and computational complexity; least square problems: singular value decomposition, QR algorithm, stability analysis; matrix eigenvalue problems; iterative methods for solving linear systems: Jacobi, Gauss-Seidel and Relaxation methods, conjugate gradient type methods, convergence analysis.
Term: Both
Theory: 3
Application: 0
Laboratory: 0
Credit: 3
ECTS Course File: Course File
Course File: