MATH 630 - Numerical Linear Algebra

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Review of basic matrix theory, algebraic properties of eigenvalues and eigenvectors, diagonalization of square matrices, vector and matrix norms, singular value decomposition, orthogonal projections and generalized inverses, Matrix decompositions, LU, QR and Cholesky decompositions, numerical algorithms and applications. Topics will be supplemented with programming assignments.
Prerequisite: Prerequisites: MATH 221, MATH 301 and familiarity with a high-level programming language or consent of instructor.