Introduction to Scientific Computing (MATH 551)

MATH551 is an introduction to numerical analysis. The topics we will discuss are:

• Taylor’s theorem with remainder and its use in developing numerical approximation schemes such a finite differences.
• Round-off errors and condition number with applications to the fast inverse square root used in Quake-III and Kahan summation.
• Iterative methods for root solving of nonlinear equations.
• Direct methods for linear systems.
• Iterative methods for linear systems.
• Polynomial interpolation using Chebyshev polynomials and a brief introduction to spectral methods.

Lecture Notes

Detailed lecture notes will be available.