CS 475-3
Numerical Analysis
Catalog Description
An introduction to the theory and practice of computation with digital computers. Topics include the solution of nonlinear equations, interpolation and approximation, solution of systems of linear equations, numerical integration, solution of ordinary differential equations, computation of eigenvalues and eigenvectors, and solution of partial differential equations.
Prerequisite:
(a) Mathematics 221 and 250 and CS 202 or equivalent programming proficiency; (b) Mathematics 305 and CS 475A.
Objectives
This is a two semester sequence intended to provide an introduction to the theory and practice of computation with digital computers.
Course Outline
| Lectures | ||
| For the first semester (CS 475A) | ||
| 1. | The nature of digital computing | 2 |
| 2. | Taylor's formula | 1 |
| 3. | Discrete methods | 3 |
| 4. | Rootfinding | 9 |
| 5. | Interpolation | 6 |
| 6. | Approximation of functions | 9 |
| 7. | Numerical solution of Ax=b | 10 |
| For the second semester (CS 475B) | ||
| 1. | Numerical quadrature | 10 |
| 2. | Numerical solution of ordinary differential equations | 12 |
| 3. | The algebraic eigenvalue problem | 9 |
| 4. | Numerical solution of elliptic BVP's | 9 |
| Total | 40 | |