Northwestern University 1 credit Engineering Science & Applied Math
Analysis and application of numerical methods for solving large systems of linear equations, which often represent the bottleneck when computing solutions to equations arising in fluid mechanics, elasticity, and other applications in the physical sciences. They also occur in many imaging, optimization, and machine learning applications. The class presents efficient solution methods, which are imperative in all of these applications. The methods include relaxation methods, gradient methods, including conjugate gradient and conjugate residual type methods with and without preconditioning, and multigrid methods.
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