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AMSC/CMSC 466 (Introduction to Numerical Analysis I)


DESCRIPTION Floating point computations, direct methods for linear systems, interpolation, solution of nonlinear equations, numerical differentiation and integration.
PREREQUISITES Math 240 and 241, CMSC 105 or CMSC 106  or CMSC 114 or ENEE 114
TOPICS Floating point computation (1 week)
     Properties of machine arithmetic
Direct methods for linear systems (4 weeks)
     Gaussian elimination
     Pivoting strategies
     Cholesky factorization
     Vector and matrix norms
     Conditioning and the effect of rounding error
Interpolation (2 weeks)
    Polynomial approximation
     Newton and Lagrange forms
     Error formula (derived)
Solution of nonlinear equations (3 weeks)
     Bisection, Secant, and Newton's method
     Fixed point methods
     Newton's method for systems
Numerical differentiation and integration (3 weeks)
     Numerical differentiation
     Numerical integration
 
TEXT Text(s) typically used in this course.