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Introduction to Numerical Methods

Massachusetts Institute of TechnologyUnited States18.335J
Free, no sign-up neededSpring 2019English
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This course offers an advanced introduction to numerical analysis, with a focus on accuracy and efficiency of numerical algorithms. Topics include sparse-matrix/iterative and dense-matrix algorithms in numerical linear algebra (for linear systems and eigenproblems), floating-point arithmetic, backwards error analysis, conditioning, and stability. Other computational topics (e.g., numerical integration or nonlinear optimization) are also surveyed.

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