ECE 491 - Introduction to Numerical Analysis

Semesters Offered

Official Description

Course Information: Same as CS 450, CSE 401 and MATH 450. See CS 450.

Prerequisites

Credit in CS 101 or CS 101 or CS 125 or CS 125
Credit in CS 257 or CS 357 or MATH 415 or MATH 415
Credit in MATH 285 or MATH 285

Subject Area

Computer Engineering

Course Directors

Computational Science and Engineering

Description

Introduction to numerical analysis, including linear system solvers, optimization techniques, interpolation and approximation of functions, solving systems of nonlinear equations, eigenvalue problems, least squares, and quadrature; numerical handling of ordinary and partial differential equations.

Notes

Same as CS 450, CSE 401, and MATH 450.

Topics

  • Direct linear system solvers
  • Optimization techniques
  • Interpolation and approximation of functions
  • Solving nonlinear systems
  • Eigenvalue problems
  • Least squares problems
  • Numerical integration
  • Numerical handling of ordinary differential equations, partial differential equations

Detailed Description and Outline

Topics:

  • Direct linear system solvers
  • Optimization techniques
  • Interpolation and approximation of functions
  • Solving nonlinear systems
  • Eigenvalue problems
  • Least squares problems
  • Numerical integration
  • Numerical handling of ordinary differential equations, partial differential equations

Same as CS 450, CSE 401, and MATH 450.

Texts

Press, Teukolsky, Vetterling, and Flannery, Numerical Recipes, 2nd ed., Cambridge.
D. Kahaner, C. Moler, and S. Nash, Numerical Methods and Software, Prentice Hall, 1977.

Last updated

2/13/2013