Mathematics

Numerical Analysis

Module code: G5147
Level 5
15 credits in spring semester
Teaching method: Lecture, Workshop, Class, 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.