DAMSL-091 Numerical Algorithms

DAMSL-091 Numerical Algorithms

Type

Preparatory

Course Code

DAMSL-091

Teaching Semester

A semester
ECTS Credits

5
Student Performance Evaluation

Homework and/or Lab Assignments, Final Exam and/or Project

Prerequisite Courses

Calculus I, Linear Algebra I, Python

Syllabus
  • Floating point arithmetic,
  • Stability of algorithms,
  • Root finding algorithms: Bisection, Newton and Secant methods,
  • Methods for solving linear systems: Direct methods (LU, Cholesky), Iterative methods (Jacobi, Gauss-Seidel, SOR, Steepest Descent, Conjugate Gradient),
  • Singular Value Decomposition (SVD) and its applications,
  • Least Squares problem,
  • Interpolation and Numerical differentiation,
  • Algorithms in Optimization,
  • Monte Carlo methods.
Learning Outcomes

Upon completion of the course the students will be able to:

  • Have good knowledge of the basic numerical algorithms in the field, their properties, and characteristics.
  • Computer implementation of the algorithms
  • Solution of basic applied problems using these algorithms
  • Very good understanding of their capabilities, limitations, advantages, and disadvantages
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