Fall 2025 Classes: Numerical Linear Algebra and HPC

Published

December 15, 2025

This semester, I took 2 classes:

Numerical Linear Algebra: This rigorous proof-based numerical methods class covered various decompositions and matrix factorizations (EVD, SVD, QR, Cholesky, and many more!). We proved and demonstrated how useful orthogonal matrices are in statistical modeling, and introduced conditioning and algorithmic stability of various algorithms to compute these factorizations.
High-Performance Computing: This was a very hands-on course that taught the fundamentals of high-performance computing and algorithmic optimization. In particular, we were challenged to apply vectorization, multithreading (OpenMP), multiprocessing (MPI), and GPU acceleration (CUDA) to finite-element and finite-difference solutions to partial differential equations (including non-linear and transient dynamic equations). This course was taught entirely in C++.