General Information

Introduction to the fundamentals of numerical linear algebra: direct and iterative methods for linear systems, eigenvalue problems, singular value decomposition. In the second half of the course, the above are used to build iterative methods for nonlinear systems and for multivariate optimization. Strong emphasis is placed on understanding the advantages, disadvantages, and limits of applicability for all the covered techniques. Computer programming is required to test the theoretical concepts throughout the course.

Prerequisites

MATH 2210 or MATH 2940 or equivalent, knowledge of programming, CS 3220 or CS 4210/MATH 4250, or permission of the instructor.

MATH 4250/CS 4210 and MATH 4260/CS 4220 provide a comprehensive introduction to numerical analysis; these classes can be taken independently from each other and in either order.

Topics Covered

Workload

Average. 6 psets total, 2 projects, take home midterm and final. [Spring 2024]

General Advice

Know your linear algebra really really well. Be very detail oriented in writeups, especially proofs. Can easily find past years’ course websites online so you know what you’re getting yourself into. [Spring 2024]

Testimonials

“Second course in the numerical analysis “sequence”. Fantastic class. One of my favorite classes I’ve taken at Cornell. A must take if interested in computational math. Very nice blend of mathematical proofs and computer science.

As of right now, either David Bindel or Anil Damle teach it. Both are very highly regarded as being stellar professors who give really clear lectures, provide a lot detailed proofs without losing sight of algebraic/geometric intuition, and answer questions in a detailed manner. Profs. Bindel and Damle are in the CS department and as a result, the course has a very “CS vibe” compared to MATH 4250/CS 4210. Course content is very broadly applicable, the most immediate being some flavor of ML. Really cool class to pair with CS 3780. Rating: 5/5.” [Spring 2024]

Past Offerings

Semester Professor Median Grade Course Page
Spring 2024 Anil Damle B+/A-?