This course introduces mathematical algorithms and methods of approximation. Topics include a wide survey of approximation methods. Methods examined include polynomial interpolation, root finding, numerical linear algebra, numerical integration, and the approximation of differential equations. Included in each case is a study of the accuracy and stability of a given technique, as well as its efficiency.
In the fall of 2016 the course will also serve as an introduction to the Julia programming language.
Prerequisites: MATH 426; MATH 445 (or CS 410 or IAM 550). Essentially, calculus and some programming.
The course will follow a typical lecture, homework, exam format. On some occasions lecture time might be divided into 50 minutes lecture and 30 minutes in-class lab work, with students working individually or in pairs to solve sample problems on computers.