MATH 148 Numerical Analysis

A survey of the basic numerical methods which are used to solve scientific problems and their mathematical analysis (derivation, convergence analysis, error bounds). The course includes both mathematical (analysis of algorithms) and computing assignments (implementation of algorithms). Some prior experience with Matlab (or similar) is helpful but not required. Some typical topics are: computer arithmetic; Newton's method for non-linear equations; linear algebra; interpolation and approximation; numerical differentiation and integration; numerical solutions of systems of ordinary differential equations and some partial differential equations.