Numerical Linear Algebra, Optimization and Monte Carlo Simulation

MATH 561

Structured scientific programming in C/C++ and FORTRAN. Floating point arithmetic and interactive graphics for data visualization. Numerical linear algebra, direct and iterative methods for solving linear systems, matrix factorizations, least squares problems and eigenvalue problems. Iterative methods for nonlinear equations and nonlinear systems, Newton's method. Prerequisite: Mathematics 212 and 221. Instructor: Staff