Math 509. Applied Numerical Methods II. Lecture 3 hours; 3
credits. Prerequisites: MATH 408 or permission of an instructor. Topics
include least squares problems, the QR factorization, the conjugate gradient
method, Householder transformation and the QR method for approximating
eigenvalues and singular values of a matrix. For applications, the finite
difference method and the finite element method for solving partial
differential equations, trigonometric interpolation and FFT as well as
introductory study of optimization are discussed. This course is
designated as a simulation course.