Syllabus
Week 1: Roundoff errors, algorithms and convergence
Week 2: Root finding: Bisection method, Fixed point iteration
Week 3: Root finding: Newton's method
Week 4: Error analysis, accellerating convergence
Week 5: Interpolation and Lagrange polynomial
Week 6: Divided differences
Week 7: Hermite interpolation
Week 8: Cubic spline interpolation
Week 9: Numerical differentiation
Week 10: Richardson's extrapolation
Week 11: Elements of numerical integration
Week 12: Composite numerical integration, Romberg integration
Week 13: Adaptive quadrature, Gaussian quadrature
Week 14: Multiple integrals