This course is an introduction to numerical analysis with an emphasis on practical applications, implementation, and algorithm design. The primary objective of this course is to gain an understanding of the algorithms and pitfalls encountered when performing numerical operations on computational systems, including algorithm design and the proper understanding and use of available numerical algorithms.
Lectures
Introduction
Numbers
Discrete Math
Defining Error
Representing Numbers
Loss of Precision
Catastrophic Cancellation
Reformulation
Taylor Approximations
Solving Equations
Bracketing Methods
Householder Methods
Hybrid Methods