University of California, Los Angeles 4 credits Electrical and Computer Engineering
Lecture, four hours; discussion, one hour; outside study, seven hours. Enforced requisites: course 131A, and Civil Engineering M20 or Computer Science 31 or Mechanical and Aerospace Engineering M20. Introduction to numerical computing/analysis; analytic formulations versus numerical solutions; floating-point representations and rounding errors. Review of MATLAB; mathematical software. Linear equations; LU factorization; bounds on error; iterative methods for solving linear equations; conditioning and stability; complexity. Interpolation and approximation; splines. Zeros and roots of nonlinear equations. Linear least squares and orthogonal (QR) factorization; statistical interpretation. Numerical optimization; Newton method; nonlinear least squares. Numerical quadrature. Solving ordinary differential equations. Eigenvalues and singular values; QR algorithm; statistical applications. Letter grading.
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