MATH/CS 62252/72252: Numerical Analysis II
The material covered in this course is essential for the understanding and proper use of most state-of-the-art numerical methods and software for scientific computing. The computation of eigenvalues and eigenvectors of matrices, iterative solution of large linear systems of equations, orthogonal polynomials and Gauss quadrature, approximation by polynomials, rational functions, splines, and trigonometric polynomials will be discussed. The latter are computed by the FFT, one of the most important algorithms available. The solution of nonlinear equations concludes the course. Analysis of the numerical methods discussed provides insight into their performance.