MATH645

Numerical analysis is an essential tool for Data Science, Computer Science, and Applied Mathematics. Numerical analysis techniques make it possible to solve problems, which cannot be solved analytically. The topics in this course include: the solution of equations and systems of equations using Newton's method and other iteration schemes, interpolation, method of least squares (linear and nonlinear regression) for curve fitting, numerical integration, numerical solution of systems of linear equations, solution of minimax problems, Monte Carlo methods and the numerical solution of ordinary differential equations. Error analysis will be performed for each method.