Numerical Analysis

Catalog description

This is a survey of the basic numerical methods which are used to solve scientific problems. The emphasis is evenly divided between the analysis of the methods and their practical applications. After reviewing calculus and covering floating point arithmetic, it introduces students to numerical solution of nonlinear equations (bisection, fixed-point iteration, Newton's methods, etc.), interpolation and polynomial approximation (Lagrange polynomial, Divided differences, Hermite interpolation, Cubic Spline interpolation, etc.), numerical differentiation and integration (Newton-Cotes, Gaussian quadrature, etc.), and ODE methods (explicit and implicit methods). Some convergence theorems and error bounds are proved. The course also provides an introduction to MATLAB, an interactive program for numerical linear algebra, as well as practice in computer programming. Prerequisite Course(s): Prerequisites: MATH 320 Classroom Hours - Laboratory and/or Studio Hours – Course Credits: 3-0-3