18.335J / 6.337J Introduction to Numerical Methods, Fall 2006
The image of the unit sphere under any m x n matrix is a hyperellipse. (Image by Dr. Per-Olof Persson.)
Highlights of this Course
Course Description
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®.
Technical Requirements
Special software is required to use some of the files in this course: .m.