Advanced numerical analysis I
Summary
Construction and analysis of numerical methods for the solution of problems from linear algebra, integration, approximation, and differentiation.
Content
Representation of numbers on computers
Interpolation, numerical integration, and differentiation
Direct and iterative methods for the solution of large systems of equations
Fourier transform and data compression
Keywords
numerical algorithms
numerical linear algebra
Learning Prerequisites
Required courses
Analysis I and II
Linear Algebra
Recommended courses
Elements of scientific programming
Learning Outcomes
By the end of the course, the student must be able to:
- Choose a convenient method to solve a specific problem
- Interpret the computational results in view of the existing theory
- Estimate numerical errors
- Apply numerical algorithms to solve specific problems
Transversal skills
- Use a work methodology appropriate to the task.
- Give feedback (critique) in an appropriate fashion.
- Use both general and domain specific IT resources and tools
- Access and evaluate appropriate sources of information.
Teaching methods
Ex cathedra lectures and exercises in the classroom and on the computer
Expected student activities
Attendance of lectures
Doing exercises and homeworks
Implementing simple programming tools
Solving basic applied mathematics problems
Assessment methods
Form of examination:
17% project or homework. 83% exam.
Resources
Bibliography
Detailed lecture notes accompanying the course will be provided.
Moodle Link
Dans les plans d'études
- Semestre: Printemps
- Forme de l'examen: Ecrit (session d'été)
- Matière examinée: Advanced numerical analysis I
- Cours: 2 Heure(s) hebdo x 14 semaines
- Exercices: 2 Heure(s) hebdo x 14 semaines
- Type: obligatoire