Introduction to Numerical Methods (Fall 2010)

Prof. Steven G. Johnson, MIT OpenCourseWare

This course offers an advanced introduction to numerical linear algebra. Topics include direct and iterative methods for linear systems, eigenvalue decompositions and QR/SVD factorizations, stability and accuracy of numerical algorithms, the IEEE floating point standard, sparse and structured matrices, preconditioning, linear algebra software. Problem sets require some knowledge of MATLAB®.

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  • Language: English Gb

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