AMS 326 Numerical Analysis

Offered annually during the Spring semester. Spring 2024: TuTh 4-5:20 pm

Course Description

This course intends to teach the traditional numerical analysis coupled with modern computer programming. We gain the basic skills of using computers to solve mathematical, finance, and engineering applications problems. More specifically,

  1. Definition and analysis of errors.
  2. Methods in linear algebra: matrix multiplications, solving Ax=b for dense and spare A, eigen analysis.
  3. Quadratures, and numerical integration and differentiation.
  4. Basic Statistics.
  5. Interpolation and curve fitting.
  6. Methods for simple ordinary differential equations.
  7. Monte Carlo methods and numerical optimization.
  8. Fast Fourier transforms.

Prerequisites

The course prerequisite stated CSE 101 but any prior programming experience in C, C++, Python, Java, or MATLAB is sufficient. If you can handle basic programming, email your SBUID number to AMS’s Cathy Arrighetta to gain permission to enroll. Emailing me will delay your response as I also need to forward it to Cathy for you.

 

The notes for one topic are ready for “public consumptions”. Interested? download a copy of the Notes onTopic-6: numerical ODES. More notes will be posted in the Course’s Brightspace.