Mathematics
Numerical Analysis
Module code: G5147
Level 5
15 credits in spring semester
Teaching method: Lecture, Class, Workshop, Practical
Assessment modes: Coursework, Unseen examination
We will set the rigorous theoretical foundations of the techniques that are used in modern algorithms of Scientific Computing. These include, for instance:
- Numerical differentiation with order of approximation
- Direct solvers for linear systems
- LU, Cholesky, and QR factorisation
- Banach fixed point theorem
- Newton’s method.
The theory will help us understand how our calculators are correct when doing basic calculations, and how they can find the correct answers so fast.
Module learning outcomes
- Be familiar with numerical methods for approximating basic initial value problems;
- Implement numerical methods to evaluate the solution of linear systems of equations;
- Understand the theory behind iterative techniques for solving nonlinear equations;
- Develop presentation skills.