18 335J - Introduction to Numerical Methods

Institution:

Massachusetts Institute of Technology

Subject:

Description:

Advanced introduction to numerical linear algebra and related numerical methods. Topics include direct and iterative methods for linear systems, eigenvalue and QR/SVD factorizations, stability and accuracy, floating-point arithmetic, sparse matrices, preconditioning, and the memory considerations underlying modern linear algebra software. Starting from iterative methods for linear systems, explores more general techniques for local and global nonlinear optimization, including quasi-Newton methods, trust regions, branch-and-bound, and multistart algorithms. Also addresses Chebyshev approximation and FFTs. MATLAB is introduced for problem sets.

Credits:

3.00

Credit Hours:

Prerequisites:

Prereq: 18.03 or 18.034; 18.06, 18,700, or 18.701

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

web.mit.edu/student/

Phone Number:

(617) 253-1000

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Four-one-four plan

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