Numerical methods for applications; qualitative discussion of convergence and stability properties; computer implementation; interpolation and quadrature, initial value problems, matrix decompositions, interactive solution of linear and non-linear systems, least squares approximation, boundary value problems for ordinary differential equations. Course overview and learning outcomes:

- In this class you will learn about basic mathematical principles and concepts behind elementary numerical methods. In particular, we will cover iterative methods to compute roots of nonlinear equations and linear systems of equations, polynomial approximation of functions, numerical inte- gration, numerical methods for ordinary differential equations.
- The homework will include small programming exercises to gain practical experience using the meth- ods.