Professor's Notes

These lecture notes are provided for students in MAT342 Numerical Analysis. The are based on the presentation in Cheney and Kincaid. They guide but do not necessarily correspond exactly to the classroom presentation.

Mathematical preliminaries

Solving linear systems

Solving nonlinear equations (root-finding)

Interpolation and numerical differentiation

Numerical integration

Initial value problems

More on Linear Systems

Least squares

Monte Carlo methods and simulation

Boundary value problems