Numerical Methods for Scientific Computing
Mathematical review and computer arithmetic – numbers and errors; Nonlinear equations; Direct methods for linear systems; Iterative methods for linear systems; Eigenvalues and eigenvectors power method, inverse power method, QR method; Approximation theory – norms, orthogonalization, polynomial approximation, piecewise polynomial approximation, trigonometric approximation,rational approximation, wavelet bases; Numerical differentiation; Numerical integration – Romberg integration, Gauss quadrature, Adaptive quadrature; Numerical ordinary differential equations - single step and multi-step m
