About This Course

This course is an advanced introduction to numerical linear algebra and related numerical methods. Topics include direct and iterative methods for linear systems, eigenvalue decompositions and LU factorizations, stability and accuracy of numerical algorithms. Numerical differentiation and integration. Interpolation. Least squares and regression analysis. Numerical solution of ordinary differential equations. Introduction to error analysis.

Course objectives:
- To enhance the problem-solving skills of students using an extremely powerful problem-solving tool namely numerical method;
- To able to work with handling large system of equations, non-linearities and complicated geometries that are not uncommon in engineering practice and that are often impossible to solve analytically.