Mathematics 339NA - Numerical Analysis

Often in mathematical problems, we can prove that a solution exists, but it is impossible to find that solution analytically (e.g. functions with no antiderivative, but that still have a definite integral). In these situations, we can approximate the mysterious solution using a numerical method. This course covers algorithms and accuracy of numerical methods. Topics include numerical algorithms in Linear Algebra, Curve Fitting, Numerical Differentiation and Integration. Each topic will explore rate and order of convergence as a way of assessing the accuracy of numerical results. There will be a coding component to the course, though no previous coding experience is required.

Prereq: MATH-301 or MATH-333.