MA 254: Numerical Analysis
Introduction: Floating point representation of numbers and roundoff errors,
Interpolation Numerical integration.
Linear systems and matrix theory: Various factorizations of inversion of
matrices, Condition number and error analysis.
Non-linear systems: Fixed point iteration, Newton-Rapson and other methods,
Numerical methods for ODE: Introduction and analysis of Taylor, Runge-kutta and
Numerical methods for PDE: Finite difference method for Laplace, Heat and wave
Suggested books and references:
Faires, J. D. and Burden, R., Numerical Methods
,Brooks/Cole Publishing Co., 1998.
Conte, S. D. and Carl de Boor., Elementary Numerical Analysis
Stoer, J. and Bilrisch, R., Introduction to Numerical Analysis
,Springer- Verlag, 1993.
Iserlas, A., First course in the numerical analysis of differential equations
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