Numerical Analysis

Course Description

An introduction to numerical computation. Discusses errors in numerical computation, truncation and discretization, and machine storage restrictions as well as function approximation, roots of nonlinear equations, systems of linear equations, algebraic eigenvalue problems, polynomial interpolation, and cubic spline interpolations, quadratures, numerical differentiation, initial and boundary-value problems.

Learning Outcomes

  • Understand how numerical methods presented in the course work for solving various standard mathematical problems in realistic settings.
  • Select the appropriate algorithm to solve the problem based on criterion of its suitability for present-day computers.
  • Apply effectively numerical algorithms presented in the course based on ready-to-use computer programs. Understand issues of algorithms complexity and programmability.
  • Interpret correctly machine output and provide a good understanding of the problems of error analysis and convergence of algorithms.

Prerequisites

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