Math 443/543 Numerical Analysis

• Course description: A first course in Numerical Analysis. Covers the basics of the subject and provides a foundation for more advanced work.
  
• Prerequisites: MTH 331 and a computer programming course.
• Texts:  An Introduction to Programming and Numerical Methods in Matlab, ISBN 1-85233-919-5 (required) and MATLAB: An Introduction with Applications 2nd Edition by Amos Gilat, ISBN 0471694207 (suggested)
  
• Why is Numerical Analysis important in the real world? See some disasters attributable to bad numerical computing for a few reasons.
• Numerical Analysis essay
• The History of Numerical Analysis and Scientific Computing at SIAM
  

Topics:

• basic numerical linear algebra
  
• Solution of nonlinear equations
• Interpolation and Approximation - polynomial and Radial Basis Functions
  
• Numerical Differentiation
• Numerical Integration
• Runge-Kutta and multi-step methods for ODE initial value problems

Applets - Demonstrating and Visualizing Numerical Algorithms

• Floating Point Numbers
• Root finding: Bisection, Fixed Point Iteration, Secant Method, Newton's Method
• Interpolation
• Least Squares - Linear Regression
• Polynomial Regression
• Trapezoid and Simpson's Rules

Links

• Software: Matlab, Maple
• Other Numerical Analysis classes at Marshall: Numerical Differential Equations, Numerical Linear Algebra