- Mathematical Preliminaries
- Basic Concepts and Taylor's Theorem.
- Computer arithmetic
- Floating point numbers and roundoff errors.
- Absolute and relative errors: Loss of significance.
- Conditioning: Stable and unstable computations.
- Numerical methods for nonlinear equations:
- Bisection, Newton's and Secant methods.
- Fixed points and functional iterations.
- Solving systems of linear equations
- Matrices algebra.
- LU and Cholesky Factorization.
- Gaussian elimination with scaled partial pivoting.
- Norms, and the analysis of errors.
- Approximation of functions
- Polynomial interpolation.
- Divided Differences.
- Errors in polynomial interpolation.
- Splines.
- Numerical differentiation and integration
- Numerical differentiation
- Trapezoid rule. Romberg Algorithm.
- Simpson's rule.
- Gaussian quadrature formulae.