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MAU23602 Introduction to numerical analysis

Module Code MAU23602
Module Title Introduction to numerical analysis
Semester taught Semester 2
ECTS Credits 5
Module Lecturer Prof. Kirk Soodhalter
Module Prerequisites MAU11202 Advanced calculus

Assessment Details

  • This module is examined in a 2-hour examination at the end of Semester 2.
  • Continuous assessment contributes 30% towards the overall mark. A Matlab onboarding assignment will be given during the first week, and assignments which mix analysis and programming will be given roughly fortnightly thereafter.
  • Any failed components are reassessed, if necessary, by an exam in the reassessment session.

Contact Hours

11 weeks of teaching with 3 lectures per week.

Learning Outcomes

On successful completion of this module, students will be able to

  • Describe the concepts of conditioning and sensitivity of mathematical problems, as well as the formal characterization of a mathematical problem.
  • Carry out forward and backward error analysis.
  • Analyze and implement common interpolation schemes and root finding methods.
  • Work with vector/matrix/operator norms and relate those to the singular value decomposition of a matrix.
  • Analyze and implement direct methods and stationary iterative methods for solving linear equations.
  • Analyze and implement numerical integration techniques and numerical methods for solving ordinary differential equations.

Module Content

  • Polynomial interpolation, root-finding, optimization and numerical integration.
  • Numerical methods for solving linear systems of equations and ODEs.