This course provides an overview of advanced techniques for solving large-scale linear algebra problems, as they typically arise in applications. A central goal of this course is to give the ability to choose a suitable solver for a given application.
The Dynamic Mode Decomposition (DMD) has become a tool of trade in computational data driven analysis of complex dynamical systems. The DMD is deeply connected with the Koopman spectral analysis of nonlinear dynamical systems. This course will present recent results in this area.