Numerical Analysis

Catalog description

A survey of numerical methods commonly used in algebra and calculus with emphasis on both algorithms and error analysis. Topics include round-off error, numerical methods for solving equations in one variable, interpolation and polynomial approximation, and numerical differentiation and integration. Methods and techniques studied include Bisection, Fixed-Point Iteration, Newton's Method, Müller's Method, Lagrange Polynomials, Neville's Method, Divided Differences, Cubic Splines, Three-point and Five-point Numerical Differentiation Formulas, Newton-Cotes Formulas, Composite Numerical Integration, Adaptive Quadrature, Gaussian Quadrature.