Numerical Methods: Course Outline (MAT 408)
Course Contents
Number Systems and Errors; Errors, Error Estimation, Floating point arithmetic, Loss of significance and error propagation, Solution of nonlinear Equations; Bisection method, Fixed point iteration, Convergence criterion for a fixed point iteration, NewtonRaphson method, Iterative methods, Secant and Regula Falsi methods, Order of convergence of NewtonRaphson and secant methods. Interpolation by Polynomials; Interpolation with equally spaced data, Newton’s forward and backward difference formulas, Hermite Polynomials, Splines, Cubic Splines. Error of the interpolating polynomial, Bessel's interpolation formula. Existence and uniqueness of the interpolating polynomial. Lagrangian interpolation, the Newton divided difference formula, System of Linear Equations; Direct Methods: Gauss elimination methods, Triangular factorization, Crout method. Iterative methods: Jacobi method, GaussSeidel method, SOR method, convergence of iterative methods, Numerical Differentiation and Integration; Numerical differentiation formulae based on interpolation polynomials, error estimates, NewtonCotes formulae; Trapezoidal rule, Simpson’s formulas, Composite rules, Romberg improvement, Richardson extrapolation. Error estimation of integration formulas, Gaussian quadrature. Differentiation and integration in multidimesion, Numerical Solution of ODE’S; The Taylor series method, Euler Method, Modified Euler Method, RKMethods upto order 4, Predictor –Corrector Methods, Eigenvalue problem; Single Dominant Eigenvalue, Power Method, Rayleigh Quotient Method.
Text Books
Reference Books


An introduction to numerical analysis byCall Number: 519.4 PRAISBN: 1842653482Publication Date: 2006
Other Books

by Epperson, James F.
Date Published: 2013
Pages: 615 
by Rao, G Shanker
Date Published: 2006
Pages: 337