Numerical Analysis: Basic Course

<p>The course is an alternatively compulsory course for first-cycle studies for a degree of Bachelor of Science in mathematics. The course gives an introduction to numerical analysis and an overview of basic numerical methods.</p><p>The course covers:</p> <ul> <li>Basic iterative methods for linear and non-linear systems of linear equations, matrix factorisations and condition number;</li> <li>Convergence of iterative methods;</li> <li>Interpolation and quadrature;</li> <li>Discretisation of initial value problems for ordinary differential equations, stiff and non-stiff problems;</li> <li>Error analysis, orthogonal systems, L2 approximation and error estimates.</li> </ul>