Numerical Linear Algebra


Stanford School of Engineering



Numerical linear algebra is of great practical importance in scientific computation and is used in mathematics, natural sciences, computer science and social science. Even nonlinear problems usually involve linear algebra in their solution.

This high level course provides in-depth knowledge of matrix computations. Explore applications in industry including direct implications for internet applications.


CME 108, MATH 103 or MATH 113

Topics include

  • Solutions of systems of linear equations
  • Direct methods, error analysis and structured matrices
  • Iterative methods
  • Least squares problems
  • Parallel techniques