Unit NUMERICAL APPROXIMATION AND APPLICATIONS

Course
Mathematics
Study-unit Code
55A00049
Curriculum
Matematica per l'economia e la finanza
Teacher
Bruno Iannazzo
Teachers
  • Bruno Iannazzo
Hours
  • 47 ore - Bruno Iannazzo
CFU
6
Course Regulation
Coorte 2021
Offered
2021/22
Learning activities
Affine/integrativa
Area
Attività formative affini o integrative
Academic discipline
MAT/08
Type of study-unit
Opzionale (Optional)
Type of learning activities
Attività formativa monodisciplinare
Language of instruction
English
Contents
Numerical methods for data science, machine learning and complex networks.
Reference texts
J. Nocedal, S. Wright, Numerical Optimization, Springer, 2006.

J. Demmel, Applied Numerical Linear Algebra, SIAM, 1996.

E. Estrada, The structure of complex networks, OUP, 2011.
Educational objectives
Get into mathematical aspects related to some important applications to the Information Technologies.
Prerequisites
Basics in numerical analysis.
Teaching methods
Face-to-face lectures and laboratory sessions.
Learning verification modality
Oral exam and seminar. The oral exam can be substituted by some exercises, a project or a seminar, upon availability.
Extended program
Least square approximation and singular value decomposition (principal component analysis).
QR factorization and Nonnegative matrix factorization. Matrices with positivity structure, eigenvalue computation. Non-linear and manifold optimization.
During the course, some applications to data science and information technologies will be taken into account: data fitting, complex networks; classification problems; machine learning.

Spline interpolation. B-splines. Trigonometric interpolation. Fast Fourier Transform. Application to digital filtering, curves and surfaces in computer graphics.
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