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234125Numerical Algorithms
Spring 2021

A mandatory undergraduate course on numerical analysis, with emphasis on Numerical Linear Algebra. The course covers the following topics: LU and Cholesky factorization, Least-Squares, Gram-Schmidt algorithms and QR decomposition, eigenvalues and SVD, iterative methods for solving linear systems of equations, iterative methods for LS, iterative methods for finding eigenvalues and eigen-vectors, numerical errors and their effect, and an introduction to the discrete Fourier analysis via Circulant matrices.