University of Arizona 3 credits Mathematics
Floating point arithmetic. Numerical linear algebra: Singular Value Decomposition, QR and LU factorizations. Eigenvalues and eigenvectors. Systems of non-linear equations: functional iteration, Newton's method. Numerical Differential Equations: basic integration schemes, order of accuracy. Initial Value Problem: Euler method, explicit-implicit methods, stability, Runge-Kutta methods, adaptive step size. Boundary Value Problem: shooting method, quasi-linearization. Other topics as chosen by the instructor.
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