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CSC 428 – Introduction to Numerical Analysis II

Catalog Description:

Computational procedures including direct and iterative solution of linear and nonlinear equations, matrices and eigenvalue calculations, function approximation by least squares, smoothing functions, and minimax approximations.

Contact Hours:

  • Lecture: 3 hours

Prerequisites: [MA305 or MA405] and [CSC111 or CSC112 or CSC113 or CS
Co-requisites: None
Restrictions: None
Coordinator:
Textbook: Numerical Analysis

Course Outcomes:

By the end of this course students will be introduced to the following:

  1. Motivate students to dare their creativity.
  2. Introduce students to modern world applications through computer-aided calculation, which in addition to advancing knowledge, might lead to higher level of interest in the computational mathematics.

Topics:

  • Review of Linear Algebra
  • Norms
  • Triangular Systems
  • LU Decomposition
  • Conditioning and Error Analysis
  • QR Decomposition
  • Householder Transformation
  • Least Squares Models
  • Least Squares via QR Decomposition
  • Geometric Meaning of Least Squares Solution
  • Nonlinear Least Squares Problems
  • Singular Value Decomposition
  • Generalized Inverse and SVD
  • Eigenvalue Problems
  • Power Methods
  • Inverse Power Methods
  • QR Algorithm
  • Shifted QR Algorithm
  • Generalize Eigenvalue Problems
  • Matrix Polynomials
  • Error Refinement
  • Iterative Methods in General
  • Stationary Iteration
  • Convergence Theory
  • Polynomial Accleration
  • Krylov Methods in General