MATH 4366 - Numerical Linear Algebra - University of Houston

# MATH 4366 - Numerical Linear Algebra

Prerequisites: MATH 2331, or equivalent, and six additional hours of 3000—4000 level Mathematics.

Course Description: Conditioning and stability of linear systems, matrix factorizations, direct and iterative methods for solving linear systems, computing eigenvalues and eigenvectors, introduction to linear and nonlinear optimization.

Textbooks:

• Introduction to Applied Linear Algebra Vectors, Matrices, and Least Squares, by S. Boyd (Stanford) and L. Vandenberghe (UCLA). ISBN: 978-1316518960.
• Matrix Factorizations, Iterative Methods, Minimization, a class note by L. Vandenberghe (UCLA).

Course Content:

Conditioning and stability of linear systems, matrix factorizations, direct and iter- ative methods for solving linear systems, computing eigenvalues and eigenvectors, introduction to linear and nonlinear optimization.

• Introduction; Vectors
• Norm, distance, angle
• Matrices
• Matrix inverses
• Orthogonal matrices
• QR factorization
• Linear equations
• Least squares
• Least squares applications
• Multi-objective least squares
• Constrained least squares
• Cholesky factorization
• Nonlinear least squares

*Note: Students should visit their instructor's website for Course Structure and Grading Policies, as this information is typically included in the instructor's syllabus. This is a course guideline and is merely an example of what the course structure may be and therefore, should be confirmed with the instructor. Students should contact the instructor for the updated information on current course syllabus, textbooks, and course content

CSD Accommodations:

Accommodation Forms: Students seeking academic adjustments/auxiliary aids must, in a timely manner (usually at the beginning of the semester), provide their instructor with a current Student Accommodation Form (SAF) (paper copy or online version, as appropriate) from the CSD office before an approved accommodation can be implemented.

Details of this policy, and the corresponding responsibilities of the student are outlined in The Student Academic Adjustments/Auxiliary Aids Policy (01.D.09) document under [STEP 4: Student Submission (5.4.1 & 5.4.2), Page 6]. For more information please visit the Center for Students with Disabilities Student Resources page.

Additionally, if a student is requesting a (CSD approved) testing accommodation, then the student will also complete a Request for Individualized Testing Accommodations (RITA) paper form to arrange for tests to be administered at the CSD office. CSD suggests that the student meet with their instructor during office hours and/or make an appointment to complete the RITA form to ensure confidentiality.

*Note: RITA forms must be completed at least 48 hours in advance of the original test date. Please consult your counselor ahead of time to ensure that your tests are scheduled in a timely manner. Please keep in mind that if you run over the agreed upon time limit for your exam, you will be penalized in proportion to the amount of extra time taken.

UH CAPS

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