Basic Numerical Analysis and Linear Algebra.
The Aim of this course is to provide the student with knowledge of Numerical Linear Algebra and Numerical Optimisation and ability to analyze theoretical properties and design mathematical software based on the proposed schemes.
On successful completion of this module, the student should
- have profound knowledge and understanding of the most relevant numerical methods for Numerical Linear Algebra and Numerical Optimisation and the design of accurate and efficient mathematical software;
- demonstrate skills in choosing the most suitable method in relation to the problem to be solved and ability to provide theoretical analysis and mathematical software based on the proposed schemes;
- demonstrate capacity to read and understand other texts on the related topics.
- J. Stoer, R. Bulirsch, Introduction to numerical analysis , Springer. 2002.
- J. Nocedal, S. J. Wright, Numerical optimization , Springer. 1999.
- A. Quarteroni, R. Sacco, F. Saleri, P. Gervasio, Numerical Mathematics, Springer (2014).