Numerical Analysis with Computing Applications for 2nd year Mathematics students

Numerical Linear Algebra: Gaussian elimination and Gauss-Jordan elimination; LU decomposition; SVD and sparse matrix methods; Stability and error analysis; Iterative solutions including Krylov subspace techniques.


Numerical Integration: Integration of functions, ODEs and PDEs; Introduction to path integrals.


Evaluation of Functions: Series and convergence; Polynomial and rational functions; Chebyshev and Pad\'e approximations.


Interpolation and Extrapolation: Polynomial and rational interpolation and extrapolation; Cubic spline interpolation; Interpolating in 2+ dimensions.


Statisical description and Modeling of Data: Moments of a distribution - mean, variance etc; Comparing two distributions; Correlations in datasets; Fitting data to a straight line; Fitting data with errors in x and y coordinates; Bootstrapping and Monte Carlo Methods.

Course Evaluation

Regular programming assignments, counts 10% assigned at tutorials
One 3-hour examination, counts 90%