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| MATH0006-2 | Introduction to numerical analysis
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| Duration : | 25h Th, 15h Pr |
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| Credits/ECTS : |
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| Holder(s) : | Quentin Louveaux |
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| Language : | French language |
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| Course contents : | Numerical analysis is at the boundary between Mathematics and Computer Science. It consists in studying how to practically obtain in a computer different mathematical concepts studied in other courses.
There are two main types of problems studied by numerical analysis:
- how to actually compute results for which an analytical expression exists but that can be obtained more or less accurately depending on the selected method
- how to compute solutions of real problems for which no analytical solution is known but that can be approximated using a computer. |
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| Course objective : | The course is structured in four main chapters.
Ch 1: Polynomial interpolation and regression
Ch 2: Numerical derivation and integration
Ch 3: Numerical linear algebra and basic linear programming
Ch 4: Non linear systems and some basics about non linear optimization |
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| Prerequisites : | An introductory course on linear algebra and calculus. |
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| Workshops : | Seven traditional tutorials are organized. |
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| Written notes : | The syllabus is available at the CdC. |
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| Assessment : | A written exam.
One theoretical question accounts for 25% of the final grade, the rest being exercises. |
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