CS 4220: Numerical Analysis: Linear and Nonlinear Problems

Cross-Listing: MATH 426

Introduction to the fundamentals of numerical linear algebra: direct and iterative methods for linear systems, eigenvalue problems, singular value decomposition. In the second half of the course, the above are used to build iterative methods for nonlinear systems and for multivariate optimization. Strong emphasis is placed on understanding the advantages, disadvantages, and limits of applicability for all the covered techniques.Computer programming is required to test the theoretical concepts throughout the course.

Offered: Spring only

Prerequisites: MATH 221 or 294 or equivalent, one additional mathematics course numbered 300 or above, and knowledge of programming.

Grade options: Letter or S/U

Credit hours: 4

Recent offerings:

• http://www.cs.cornell.edu/courses/cs4220/2009sp
• http://www.cs.cornell.edu/courses/cs422/2008sp
  • Charles Van Loan