NUMERICAL ANALYSIS
Prerequisites: CMOR 302 AND CMOR 304
Description: Construction and application of numerical algorithms for root finding, interpolation and approximation of functions, quadrature, and the solution of differential equations; fundamentals of computer arithmetic; solution of linear systems, linear least squares problems, and eigenvalue problems via matrix factorizations; Newton and Newton-like methods for nonlinear systems of equations. Computer programming in MATLAB is required.
Class Resources:
Lecture notes and problem sets require password
Convergence of the Secant Method
Matlab codes:
testLUfac.m
Bisect.m
RootFinding.m
Problem Set 1
Problem Set 2
Problem Set 3
Problem Set 4
Problem Set 5
Problem Set 6
Problem Set 7
