MCSC 6020G - Numerical Analysis

Numerical analysis is the study of computer algorithms developed to solve the problems of continuous mathematics. Students taking this course gain a foundation in approximation theory, functional analysis and numerical linear algebra from which the practical algorithms of scientific computing are derived. A major goal of this course is to develop skills in analyzing numerical algorithms in terms of their accuracy, stability and computational complexity. Topics include best approximations, least squares problems (continuous, discrete and weighted), eigenvalue problems and iterative methods for systems of linear and nonlinear equations. Demonstrations and programming assignments are used to encourage the use of available software tools for the solution of modelling problems that arise in physical, biological, economic or engineering applications.
Credit hours: 3
Prerequisite(s): Admission to the MSc program in Modelling and Computational Science.