We plan to cover recent advances in numerical algorithms for
large-scale algebraic eigenvalue problems, model order reduction of
linear dynamical systems, and other emerging matrix computation problems,
algorithms and challenges arising from science and engineering applications and
multicore computing environment.
The goal of the course is to learn about concepts and techniques
that are essential for modern methods, and to be able to apply them
in a particular domain of large-scale scientific computation.
If any other mathematical topic is as fundamental to the
mathematical sciences as calculus and differential equations, it is
numerical linear algebra -- L. N. Trefethen and D. Bau III