Numerical Mathematics

Description and content

This lecture course provides an introduction to the field of numerical mathematics. The following topics are covered:

Part 1
1. Error analysis: condition, rounding error, stability
2. Linear systems of equations: direct solution methods
3. Linear equation calculus
Part 2
4. Interpolation and approximation
5. Numerical integration
6. Nonlinear equations
7. Iterative solution of linear systems of equations

Prerequisites for this lecture are Analysis I and II, Linear Algebra I, Computer Application in Mathematics or Python for Finance.