SE366 Numerical Analysis

Instructor:Assoc.Prof.Dr. Yuriy Mishchenko
Email:yuriy.mishchenko@gmail.com
Link to the courses's webpage at IEU:SE366 webpage at IEU

Course objectives

This course is an introduction level overview to the numerical analysis. The primary objective of the course is to develop the understanding of numerical algorithms and skills to implement algorithms to solve mathematical problems on the computer.

Course program

  1. Errors and stability of numerical calculations
  2. Solution of systems of linear equations
  3. LU, Cholesky, QR matrix factorization
  4. Solution of nonlinear equations via iterations
  5. RedSecand and Newton-Rapson method
  6. Interpolation using polynomials
  7. Curve fitting using splines
  8. Curve fitting using Least Squares
  9. Numerical differentiation and quadratures
  10. Numerical optimization
  11. Solution of ODE
  12. Solution of systems of ODE
  13. Eigenvalues and SVD


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