Introduction

This is an introductory course to scientific computing. We will study floating-point issues in numerical computing and various numerical algorithms. For example, we will learn about numerical differentiation and integration, solving linear systems, computing eigenvalues, least-squares problems, and will give a brief introduction to continuous optimization and numerical methods for ordinary differential equations.

We shall study error analysis of numerical algorithms, convergence, and stability. In this course, we will use Matlab as a programming language and environment.

The course web page is http://www.cas.mcmaster.ca/~nedialk/COURSES/4X03.