This is the second semester of the two semester graduate-level
course
in numerical analysis. The main goal of this course is to provide a
sound
theoretical and practical overview of numerical analysis and scientific
computing. The course will provide a solid basis in both theory and
practice.
Both "classical" and up-to-date, state-of-the-art techniques will be
covered.
This semester, we will continue where we left off last semester,
following the remaining chapters of the manuscript. In
particular, we will study eigenvalues and eigenvectors, numerical
solution of initial value problems for ordinary differential equations,
numerical solution of systems of nonlinear equations, and
optimization. (We will study boundary value problems and integral
equations, time permitting.)