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Numerical Linear Algebra or Numerical Analysis?

Zeuge

Zeuge

Joined
8/26/11
Messages
175
Points
28
Descriptions:

Numerical Linear Algebra:

This course covers linear algebra, with special attention to topics useful in statistical applications. In addition to addressing theoretical and algorithmic aspects of solving systems of linear equations, topics may include least squares, orthogonal projections, positive-definite matrices, quadratic forms, matrix decompositions, and an introduction to vector spaces. Computers are used to study some computational issues and mathematical explorations.

Numerical Analysis:

This course covers direct and iterative methods of solution of linear algebraic equations and eigenvalue problems. Topics include numerical differentiation and quadrature for functions of a single variable, approximation by polynomials and piece-wise polynomial functions, approximate solution of ordinary differential equations, and solution of nonlinear equations.
 
If you have already done some course in Linear Algebra then choose Numerical Analysis otherwise go for Numerical Linear Algebra.
 
Numerical Analysis is much broader and had more applications. The other advanced in Algebra can be picked up later.
 
I've had two courses in linear algebra (one applied, one proof-based) but for some reason I really like that branch of math and keep going back to it. :)

Fair enough, though -- I would definitely get more out of the numerical analysis course.
 
Zeuge said:
I've had two courses in linear algebra (one applied, one proof-based) but for some reason I really like that branch of math and keep going back to it. :)

Fair enough, though -- I would definitely get more out of the numerical analysis course.
Click to expand...

Algebra is very nice. Some people specialise in it. In industry you need a range of numerical techniques. Why not both?

You might like these lectures

http://ocw.mit.edu/courses/mathematics/18-06-linear-algebra-spring-2010/video-lectures/
 
Daniel Duffy said:
Algebra is very nice. Some people specialise in it. In industry you need a range of numerical techniques. Why not both?

You might like these lectures

http://ocw.mit.edu/courses/mathematics/18-06-linear-algebra-spring-2010/video-lectures/
Click to expand...

I've covered a lot of these topics, but it looks like there's some new stuff (for me) in there and it would be a solid review. I'll look into it when real analysis isn't dominating my mathematical energies. Thanks for the link!
 
Swayum said:
Is this considered an advanced linear algebra course in the US? Do most MFE applicants at the top places have more or less knowledge of linear algebra than the above?
Click to expand...

I don't know about USA but would reckon all of Prof Strang's lecture would Junior or Senior Sophister (Sophomore) in Mathematuics.
 
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