Course Description
This course offers an advanced introduction to numerical analysis, with a focus on accuracy and efficiency of numerical algorithms. Topics include sparse-matrix/iterative and dense-matrix algorithms in numerical linear algebra (for linear systems and eigenproblems), floating-point arithmetic, backwards error analysis, …
This course offers an advanced introduction to numerical analysis, with a focus on accuracy and efficiency of numerical algorithms. Topics include sparse-matrix/iterative and dense-matrix algorithms in numerical linear algebra (for linear systems and eigenproblems), floating-point arithmetic, backwards error analysis, conditioning, and stability. Other computational topics (e.g., numerical integration or nonlinear optimization) are also surveyed.
Course Info
Learning Resource Types
grading
Exams with Solutions
notes
Lecture Notes
assignment
Problem Sets
Problem Set Solutions
A Newton fractal showing the basins of attraction for Newton iterations for 6th-roots of unity from different starting points in the complex plane. (Image by Prof. Steven G. Johnson.)
