Numerical Linear Algebra (MATH10098)
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Driven by the needs of applications, this course studies reliable and computationally efficient numerical techniques for practical linear algebra problems. As well as traditional theoretical assessmentof the algorithms studied, an advanced programming language is used to perform practical experiments to complement students insight into the subject.
Linear Algebra is one of the most widely used topics in the mathematical sciences. At level 8 or 9 students are taught standard techniques for basic linear algebra tasks including the solution of linear systems, finding eigenvalues/eigenvectors and orthogonalisation of bases. However, these techniques are usually computationally too intensive to be used for the large matrices encountered in practical applications. This course will introduce students to these practical issues, and will present, analyse, and apply algorithms for these tasks which are reliable and computationally efficient. The course includes significant lab work using an advanced programming language. The course studies three main topics: the solution of linear systems of equations, the solution of least squares problems and finding the eigenvectors and/or eigenvalues of a matrix.
Written Exam 50%, Coursework 50%, Practical Exam 0%
Additional Assessment Information
Coursework 50%, Examination 50%
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