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Week
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Topics
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Study Metarials
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1
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Order of convergence, rounding error, absolute error, relative error, truncation error Solution of nonlinear equations
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R1) Lecture notes
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2
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Newton`s method, convergence and error analysis
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R1) Lecture notes
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3
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Secant method, convergence and error analysis, fixed point iteration, solution of nonlinear systems of equations
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R1) Lecture notes
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4
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Solution of linear systems of equations, direct methods: LU and Cholesky factorizations
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R1) Lecture notes
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5
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Pivoting, norms and error analysis
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R1) Lecture notes
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6
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Neumann series, iteration methods: Jacobi, Gauss-Seidel, SOR
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R1) Lecture notes
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7
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Matrix eigenvalue problem, power method
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R1) Lecture notes
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8
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Polynomial interpolation, Lagrange interpolation
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R1) Lecture notes
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9
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Repeated interpolation, divided differences method
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R1) Lecture notes
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10
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Hermite interpolation
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R1) Lecture notes
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11
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Spline interpolation
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R1) Lecture notes
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12
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Curve-fitting, least squares method
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R1) Lecture notes
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13
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Numerical differentiation, finite difference formulas
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R1) Lecture notes
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14
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Numerical integration: trapezoidal rule, Simpson`s rule, Newton-Cotes formulation
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R1) Lecture notes
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