Numerical Methods#

Numerical methods focus on developing and analyzing algorithms for solving mathematical problems using numerical approximation.

Topics#

• Tensor Approximation
• Spectral Norm Error
• Preconditioned Length-Squared Sampling
• Subspace Embeddings
• Randomized Matrix Multiplication

Resources#

Books#

• Randomized Algorithms In Numerical Linear Algebra by Ravindran Kannan, Santosh Vempala
• Numerical Linear Algebra by Lloyd N. Trefethen, David Bau III
• Matrix Computations by Gene H. Golub, Charles F. Van Loan

Online Resources#

• MIT: Numerical Methods
• Stanford: Numerical Methods
• CMU: Numerical Methods

Practice Problems#

• Numerical Methods Exercises
• Numerical Methods Problems
• Numerical Methods Challenges