Introduction to Numerical Analysis I

Catalog description

A first course on the design and implementation of numerical methods to solve the most common types of problem arising in science and engineering. Most such problems cannot be solved in terms of a closed analytical formula, but many can be handled with numerical methods learned in this course. Topics for the two semesters include: how a computer does arithmetic, solving systems of simultaneous linear or nonlinear equations, finding eigenvalues and eigenvectors of (large) matrices, minimizing a function of many variables, fitting smooth functions to data points (interpolation and regression), computing integrals, solving ordinary differential equations (initial and boundary value problems), and solving partial differential equations of elliptic, parabolic, and hyperbolic types. We study how and why numerical methods work, and also their errors and limitations. Students gain practical experience through course projects that entail writing computer programs.