Prof. Alar Toomre
This course analyzed the basic techniques for the efficient numerical solution of problems in science and engineering. Topics spanned root finding, interpolation, approximation of functions, integration, differential equations and direct and iterative methods in linear algebra.
OCW has published multiple versions of this subject.
Toomre, Alar. 18.330 Introduction to Numerical Analysis, Spring 2004. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/mathematics/18-330-introduction-to-numerical-analysis-spring-2004 (Accessed). License: Creative Commons BY-NC-SA