DAMSL-202 Numerical Analysis

Syllabus

• Root finding algorithms: Bisection, Newton’s and Newton’s like methods
• Methods for solving linear systems: Direct methods (LU, Cholesky, etc), Iterative methods (Jacobi, Gauss-Seidel, SOR, Steepest Descent, Conjugate Gradient)
• Least Squares problem
• Interpolation and Approximation
• Numerical Integration
• Solving initial value problem for ordinary differential equations

Learning Outcomes

After the successful completion of the course the students will be able to

• Analyse basic numerical algorithms and their characteristics
• Implement  numerical algorithms/methods in modern computational frameworks
• Analyse the advantages and disadvantages of numerical algorithms
• Obtain numerical approximations/solutions of basic applied problems