Math 325 (Numerical Analysis) Topics
Covered So Far
Introduction.
Error analysis.
Necessary defnitions and background.
Representation of floating-point numbers in computers.
Matrix and vector norms.
Solving nonlinear equations: the bisection method, the regula falsi
method (the false position method), the secant method, and their
algorithms.
Horner's Method, its algorithm, and its time complexity.
Taylor polynomial approximation.
Interplolation: Lagrange, Newton, piecewise linear interpolation, cubic
splines.
Divided differences.
Curve fitting: linear least squares, quadratic least squares, power fit.
Linearlization.
Cubic splines.
Numerical integration (quadrature): Newton-Cotes closed and open
formulas, the composite trapezoid(al) rule and the composite simpson's
rule with their algorithms, changing the interval of integration, Gaussian
quadrature, the recursive trapezoid rule, the recursive Simpson rule.
Approximation of derivatives: differentiation rules based on Taylor
series and
polynomial interpolation (two-point forward, backward, and central
difference formulas, three-point forward, backward, and central difference
formuals.
Approximate solutions of initial value problems: Euler's method,
Taylor's methods, Midpoint method, Heun's method, Runge_Kutta method
of the fourth order, other methods if time permits, local discretization
error, global discretization error, final global error, algorithms for the
previous methods, examples.
Systems of linear equations: review, standard methods, LU
factorization (decomposition), Cholesky factorization, DoLittle's
algorithm, Crout's algorithm, and Cholesky's algorithm, solving
lower triangular systems by forward subsitution, solving upper triangular
systems by back subsitution, solving linear systems using LU
factorization, existence and uniqueness of LU and Cholesky factorizations,
time complexity, space complexity, and stability of the discussed
algorithms, solving real symmetric positive linear systems using
Cholesky's factorization, examples.
Next Lecture:
Iterative methods for linear systems: the Jacobi method and the
Gauss-Seidel
method.
Remark:
A large percentage of the topics covered is not in the textbook.