MAE 290A. Numerical Linear Algebra (4 units)
Link to catalog page: https://catalog.ucsd.edu/courses/MAE.html#mae290a
Description
Fundamental concepts in numerical linear algebra. Fundamental matrix decompositions: LU, Cholesky, QR, Eigen, Schur, Jordan, SVD; how to compute them. Solution of large linear systems via iterative methods (Lanczos, Arnoldi, CG, GMRES). Stability of algorithms and conditioning of mathematical problems. Finite precision arithmetic and roundoff issues. Additional topics may include randomized methods for computing SVD/QR and solution of Lyapunov/Riccati equations for high-dimensional systems. Prerequisites: graduate standing or consent of instructor.
Prerequisite courses
MAE 290A has no prerequisite courses.
Successor courses
MAE 290A is a prerequisite of the following 3 courses: