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MAD 6407 Numerical Analysis

There is no adopted text, but the following are suggested textbooks:

  • Introduction to Numerical Analysis, by J. Stoer and R. Bulirsch, 1992.
  • Numerical Analysis: Mathematics of Scientific Computing (3rd edition) by David Kincaid and Ward Cheney, 2002.
  • An introduction to numerical analysis, by Kendall Atkinson, 1988.

The topics are divided into four modules:

  1. Iterative algorithms, convergence, contraction mapping theorem, Newton’s method.
  2. Lagrange and Hermite interpolation problems, error of polynomial interpolation.
  3. Weierstrass theorem, Chebyshev equioscillation theorem, minimax and least square polynomial approximation, orthogonal polynomial families.
  4. Newton-Cotes and Gaussian quadratures, error estimates.