National University of Sciences and Technology
• Nust Home
• • ALUMNI
• • Contact Us
 Home | Back CSE-880 Computational Linear Algebra & Optimization
 Campus RCMS Programs PG Session Spring Semester 2017 Course Title Computational Linear Algebra & Optimization Course Code CSE-880 Credit Hours 3-0 Pre-Requisutes Course Objectives To familiarize students with the techniques of Computational Linear Algebra. Understand the performance issue associated with Computational Linear Algebra. Familiarize students with standard Linear Algebra Libraries. Learn to formulate problems in terms of Linear Algebra operations. To introduce the central mathematical ideas behind algorithms for the numerical solution of Optimization problems. To provide theoretical justification for various algorithms and to outline basic issues of numerical analysis involved in Optimization problems. To present key methods for both constrained and unconstrained Optimization. To learn about available implementations and software packages. To learn about various heuristic strategies used in science and engineering applications, in particular for global Optimization. Detail Content Linear Algebra in Computational Science Computer Architecture and Linear Algebra Revision of Linear Algebra Basic Linear Algebra routines Matrix factorizations Small matrix eigenvalue problem and linear equations Large matrix eigenvalue problems and linear equations Structured Matrices as well as iterative methods and least squares Singular Value Decomposition Programming techniques in Linear Algebra Mathematical Introduction to Optimization Optimality Conditions Unconstrained Optimization Algorithms Computational Issues Global Optimization Constrained Optimization Algorithms Optimal Control and Dynamic Programming Efficiency and stability of algorithms Parallel techniques for solving linear and nonlinear equations Use standard techniques of Computational Linear Algebra. Use standard software for Computational Linear Algebra. Formulate Scientific Computing problems as Linear Algebra Operations. Understand the Mathematical background to solving Numerical Optimization Understand and use methods for constrained and unconstrained Optimization. Demonstrate familiarity with standard software package for Optimization. Text/Ref Books Strang, Gilbert. Introduction to Linear Algebra. 4th ed. Wellesley, MA: Wellesley-Cambridge Press, February 2009. ISBN: 9780980232714. Trefethen, Lloyd and Bau, David. Numerical Linear Algebra, SIAM, 1997 Nocedal, J. and Wright, S. Numerical Optimization, Springer Verlag 1999 Time Schedule Spring Semester 2017 Faculty/Resource Person Dr Junaid Ahmad Khan PhD (National University of Science and Technology (NUST) Discipline: Computational Science & Engineering Specialization: Computational Fluid Dynamics