Instructor(s)
Prof. Steven G. Johnson
MIT Course Number
18.335J / 6.337J
As Taught In
Spring 2019
Level
Graduate
Course Description
Course Features
Course Description
This course offers an advanced introduction to numerical analysis, with a focus on accuracy and efficiency of numerical algorithms. Topics include sparse-matrix/iterative and dense-matrix algorithms in numerical linear algebra (for linear systems and eigenproblems), floating-point arithmetic, backwards error analysis, conditioning, and stability. Other computational topics (e.g., numerical integration or nonlinear optimization) are also surveyed.