Introduction to Numerical Methods

Fall Semester 2004

Class Notes

Number Representation in Different Bases

Floating point numbers

Computer Arithmetic and Errors

Bisection Method

Fixed Point Iteration

Newton Method

Error Analysis for Iterative Methods

Modified Newton for Zeros of Multiplicity m

Newton Method for Nonlinear Systems

Muller's Method

Interpolating Polynomials

Errors in Polynomial Interpolation

Hermite Interpolation

Spline Interpolation

Bezier Curves

Least Squares Approximation

Numerical Differentiation and Richardson Extrapolation

Derivation of Numerical Differentiation Formulas

Numerical Integration

Newton-Cotes Formulas

Composite Numerical Integration

Adaptive Simpson

Gauss Quadrature

Multiple Integration

Gauss Quadrature in 2D

Direct Solution of Linear Systems

Pivot Strategies. Counting Operations

LU Factorization (updated March 20)

LU Factorization

Banded Matrices

Tridiagonal Algorithm

Matrix Norms

Eigenvalues and Eigenvectors

Iterative Solution of Linear Equations

Iterative Solution of Linear Equations Part II

Interpolation (Heath Chapter 7)