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