Many important problems in a wide range of disciplines within computer science and throughout science are solved using techniques from linear algebra. This course will introduce students to some of the most widely used algorithms and illustrate how they are actually used. Some specific topics: the solution of systems of linear equations by Gaussian elimination, dimension of a linear space, inner product, cross product, change of basis, affine and rigid motions, eigenvalues and eigenvectors, diagonalization of both symmetric and non-symmetric matrices, quadratic polynomials, and least squares optimazation. Applications will include the use of matrix computations to computer graphics, use of the discrete Fourier transform and related techniques in digital signal processing, the analysis of systems of linear differential equations, and singular value deompositions with application to a principal component analysis. The ideas and tools provided by this course will be useful to students who intend to tackle higher level courses in digital signal processing, computer vision, robotics, and computer graphics.
MATH5130 - Comput Linear Algebra
A number of important and interesting problems in a wide range of disciplines within computer science are solved by recourse to techniques from linear algebra. The goal of this course will be to introduce students to some of the most important and widely used algorithms in matrix computation and to illustrate how they are actually used in various settings. Motivating applications will include: the solution of systems of linear equations, applications matrix computations to modeling geometric transformations in graphics, applications of the Discrete Fourier Transform and related techniques in digital signal processing, the solution of linear least squares optimization problems and the analysis of systems of linear differential equations. The course will cover the theoretical underpinnings of these problems and the numerical algorithms that are used to perform important matrixcomputations such as Gaussian Elimination, LU Decomposition and Singular Value Decomposition.