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