The current book draft is up.

Date | Topic |
---|---|

Jan 22 | Sources of error |

Jan 29 | Local analysis |

Feb 5 | Local analysis |

Feb 12 | Linear algebra background |

Feb 19 | Linear algebra background: least squares, SVD, and condition numbers |

Feb 26 | Linear algebra algorithms: LU and Cholesky factorization |

Mar 5 | Nonlinear equations and optimization |

Mar 12 | Polynomial interpolation |

Mar 19 | No lecture (spring break) |

Mar 26 | Fourier analysis (guest lecture by Jonathan Goodman) |

Apr 2 | Differential equations (see also my class notes) |

Apr 9 | Differential equations (guest lecture by Jon Weare) |

Apr 16 | Monte Carlo methods |

Apr 23 | Monte Carlo methods |

Apr 30 | Review and wrap-up |