Numerical Analysis

Prerequisites: Linear Algebra and Applications, Analysis in Rn and Complex Analysis.

Error analysis, interpolation, numerical integration. Numerical linear algebra: direct and iterative methods for linear systems. Nonlinear systems: methods of Newton. Complementary topics: a) Eigenvalue problems. b) Numerical methods in ordinary differential equations. c) Other topics of current interest.

References:
GOLUB, E., VAN LOAN, C. – Matrix Computations. John Hopkins. Univ. Press, 1983.
ORTEGA, J. M. – Numerical Analysis, A Second Course. New York, Academic Press, 1972.
STOER, J., BULIRSCH, R. – Introduction to Numerical Analysis. Berlin, Springer- Verlag, 1980.

Note: This course is offered as a master’s degree. At the PhD, she has additional requirements.

* Standard program. The teacher has the autonomy to make any changes.