MAT 525 - Numerical Analysis Credits: 3
(425) Prerequisite: Undergraduate linear algebra, differential equations, and elementary numerical methods. Introduction to the theoretical foundations of numerical algorithms. Solution of linear systems by direct methods; least squares, minimax, and spline approximations; polynomial interpolation; numerical integration and differentiation; solution of nonlinear equations; initial value problems in ordinary differential equations. Error analysis. Certain algorithms are selected for programming.
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