M 515 - Methods of Applied Mathematics I

3 credit(s)
Matrix algebra, simultaneous linear equations and numerical methods for their solution, inverses, and determinants. Eigenvalues and eigenvectors, canonical forms, matrix norms, algebraic variational methods, functions of matrices. Matrix methods for linear systems of ordinary differential equations (ODE), including the state-transition matrix. Quadratic forms and positive definite matrices; singular value decomposition. Introduction to nonlinear analysis.
Prerequisite(s): Calculus II and differential equations, or equivalents.

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