Mathematics

Numerical Analysis 2

Module code: G5125
Level 5
15 credits in spring teaching
Teaching method: Lecture, Workshop
Assessment modes: Coursework, Unseen examination

Topics covered include:

  • linear systems (conditioning, LU factorization, basic iterative methods, convergence analysis)
  • non-linear systems (fixed-point methods, Newton’s method)
  • applications (iterative methods for eigen-problems, least squares, optimisation, linear programming).

Module learning outcomes

  • Use computer-based techniques for solving linear and nonlinear systems.
  • Perform stability and convergence analysis of numerical schemes.
  • Use linear and nonlinear methods to solve spectral, least squares, optimisation and linear programming problems.