MATH 4366 - Numerical Linear Algebra - University of Houston
Skip to main content

MATH 4366 - Numerical Linear Algebra

***This is a course guideline. Students should contact instructor for the updated information on current course syllabus, textbooks, and course content***

Prerequisites: MATH 2318, 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

 

Course Structure and Grading Policies: Please consult your instructor's syllabus regarding any and all grading/course structure guidelines.



Justin Dart Jr. Center Accommodations:

Academic Adjustments/Auxiliary Aids: The University of Houston System complies with Section 504 of the Rehabilitation Act of 1973 and the Americans with Disabilities Act of 1990, pertaining to the provision of reasonable academic adjustments/auxiliary aids for students who have a disability. In accordance with Section 504 and ADA guidelines, University of Houston strives to provide reasonable academic adjustments/auxiliary aids to students who request and require them. If you believe that you have a disability requiring an academic adjustments/auxiliary aid, please visit Justin Dart Jr. Student Accessibility Center website at https://www.uh.edu/accessibility/ for more information.

UH CAPS

Counseling and Psychological Services (CAPS) can help students who are having difficulties managing stress, adjusting to college, or feeling sad and hopeless. You can reach (CAPS) by calling 713-743-5454 during and after business hours for routine appointments or if you or someone you know is in crisis. No appointment is necessary for the "Let's Talk" program, a drop-in consultation service at convenient locations and hours around campus.