CS 226-01 Numerical Analysis

(Cross-list w/ MATH225) Analysis of algorithms involving computation with real numbers. Interpolation, approximation, orthogonal polynomials, methods for solving linear and nonlinear systems of equations, integration including Gaussian quadrature, ordinary differential equations including A-stability, introduction to methods for hyperbolic partial differential equations: upwinding, Lax-Friedrichs, Lax-Wendroff. Strong theoretical emphasis.