Numerical Analysis: Course Outline (MAT 469)
The course has been designed to teach the students about numerical methods and their theoretical bases. It provides necessary background needed for numerical computing in various mathematical and engineering disciplines. The students are expected to know computer programming to be able to write programs for numerical methods.
It is a pre-requisite for many engineering courses. Knowledge of Calculus and linear algebra would help in learning these methods.
- Ill-conditioned System and its solution, Condition number.
- Matrix Eigen value problem: Methods for finding Eigen values and Eigen vectors of a general matrix,
- Polynomial interpolation with derivative data, such as Birkhof- Hermite formula,
- Rational polynomial interpolation,
- Cubic spline interpolation.
- Osculating polynomials,
- Differentiation and integration in multidimension.