MATH-501, Numerical Analysis

Numerical analysis, taught by Prof. Haitian Yue.

• Course syllabus
• Lecture notes
• Homework.

  1 (floating point arithmetics)	2 (bisection method & floating point error)	3 (Newton’s method & rate of convergence)	4 (Second method & fixed points)
  5 (matrix factorizations)	6 (Naive Gaussian & Gaussian with pivoting)	7 (norms)	8 (matrix norms, Jacobi approximation, & Gauss-Seidel))
  9 (power method)	10 (more matrix questions)	11 (Gram-Schmidt & least squares)	12 (SVD & pseudoinverses)

• Exams. Midterm and final exam. Here is a one-page final exam cheatsheet (allowed, of course).