Enzo A. Bergamo

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.