(Created 2011-09-01.)

NUMERICAL ANALYSIS | FMN011 |

**Aim**

The aim of the course is to teach basic computational methods for solving simple and common mathematical problems using computers and numerical software. This includes the construction, application and analysis of basic computational algorithms. Problem solving with computers is a central part of the course.

*Knowledge and understanding*

For a passing grade the student must

- be familiar with numerical algorithms to handle the above approximations.

- be able to independently implement and apply such algorithms, using mathematical software, e.g. Octave or Matlab.

*Skills and abilities*

For a passing grade the student must

- be able to evaluate both accuracy and relevance of numerical results.

- report solutions to problems and numerical results in written form.

*Judgement and approach*

For a passing grade the student must

- write an algorithmically well structured report in suitable terminology on the numerical solution of a mathematical problem.

**Contents**

Error analysis, numerical methods for systems of (non-) linear equations, least squares method, polynomial interpolation, splines, Bezier curves, numerical integration, computation of eigenvalues. Discrete Fourier transforms, discrete cosine transforms.

**Literature**

Sauer, T: Numerical Analysis. Pearson 2007, ISBN 978-0321461353.