The course emphasizes the development of numerical algorithms to provide solutions to common problems formulated in science and engineering. The primary objective of the course is to develop the basic understanding of the construction of numerical algorithms, and the applicability and limits of their appropriate use. Numerical algorithms are studied in order to understand the guaranteed accuracy that various methods provide and the efficiency for large scale systems. Topics include the standard algorithms for numerical computation:
- numerical solutions for equations in one variable,
- numerical solutions for systems of linear equations,
- numerical solutions for systems of nonlinear equations,
- interpolation and approximation of functions by simpler computational building blocks (e.g., polynomials),
- numerical differentiation,
- numerical integration,
- numerical solutions of ordinary differential equations;