Before you start

Before you start#

This repository hosts the course material for Math 5630/6630: Introduction to Numerical Analysis I at Auburn University. The course will use the textbook A First Course in Numerical Methods by U. M. Ascher and C. Greif, 2011.

The following books are also recommended for this course:

  • Numerical Mathematics by A. Quarteroni, R. Saaco, and F. Saleri, 2007.

  • Approximation Theory and Approximation Practice by Lloyd N. Trefethen, 2019

  • Numerical Methods for Ordinary Differential Equations: Initial Value Problems by D Griffith, D. Higham, 2010

  • Concise Numerical Mathematics by R. Plato, 2003

  • Numerical computing with IEEE floating point arithmetic by M. Overturn, 2001

  • Numerical methods for ordinary differential equations by J. C. Butcher, 2016

The course will cover the following topics:

  • Floating point arithmetic

  • Root finding

  • Interpolation and approximation

  • Numerical differentiation and integration

  • Numerical solutions of ordinary differential equations

This course is an introduction to numerical analysis. It is designed to provide a solid foundation in numerical methods and their applications. Both fundamental theory and programming are required throughout the course. The prerequisites for the theory part are

  • Linear Differential Equations (2650)

  • Topics in Linear Algebra (2660)

Note

The default programming language for this class is Python and MATLAB, the other script languages such as R, Julia are also supported.