6.337[J] Introduction to Numerical Methods


Class Info

Advanced introduction to numerical analysis. Surveys major topics that arise at various levels of solving classic numerical problems, such as systems of linear equations, eigenvalue equations, and least squares problems. Specific topics include matrix factorizations (QR, SVD, LU, Cholesky); direct and iterative methods to solve linear systems (Gaussian elimination, Krylov subspace methods); numerical algorithms to solve eigenvalue equations (Rayleigh quotient iteration, inverse iteration, QR algorithm); conditioning of problems and stability of algorithms; and floating point arithmetic.

This class has 18.06, 18.700, and 18.701 as prerequisites.

6.337[J] will not be offered this semester. It will be instructed by W. Shin.

Lecture occurs 11:00 AM to 12:30 PM on Tuesdays and Thursdays in 2-190.

This class counts for a total of 12 credits. This is a graduate-level class.

You can find more information at the 18.335J/6.337J Spring 2015 - Introduction to Numerical Methods site or on the 6.337[J] Stellar site.

MIT 6.337[J] Introduction to Numerical Methods Related Textbooks
MIT 6.337[J] Introduction to Numerical Methods On The Web
18.335J/6.337J Spring 2015 - Introduction to Numerical Methods

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