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This is a graduate-level course at the Courant Institute of Mathematical Sciences, NYU.
Course information
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Instructor: Benjamin Peherstorfer
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Semester: Fall 2024
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Outline: Problem Conditioning, Error Propogation, Stability, Convergence Speed, Float Numbers, Gauss/LU, Pivoting, Linear Systems, Cholesky, Sparse Matrices, OLS, Gram Schmidt, QR factorization, EigenProblems, Power method and variants, QR algorithm, SVD, Iterative Methods for Linear and Nonlinear Systems, Relaxation methods, Conjugate Gradient, Polynomial Interpolation, Fixes Point Method, Newton’s Method, Quadrature, Sparse Grids for High Dimensions
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Textbook: Numerical Analysis in Modern Scientific Computing [2017] (Deuflhard, P. and Hohmann, A.)
Gradebook
Overall grade: A- (2.75/3.00)