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| MATH0006-2 | Introduction to numerical analysis
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| Duration : | 25h Th, 15h Pr |
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| Number of credits : |
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| Lecturer : | Quentin Louveaux |
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Language(s) of instruction :
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| French language |
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Course contents :
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| 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.
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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Learning outcomes of the course :
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| At the end of the course, the student will have to
- master the main numerical methods to approximate derivatives, definite integrals, linear and nonlinear systems, eigenvalues, regressions,
- understand the bases of linear optimization and the simplex algorithm,
- be able to analyze the behaviour of these numerical methods and in particular to be able to discuss their stability, their order of convergence and their conditions of application,
- be able to apply these methods to academic and simple practical instances.
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Prerequisites and co-requisites/ Recommended optional programme components :
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| An introductory course on linear algebra and calculus. |
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Planned learning activities and teaching methods :
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| The course is organized as follows: 10 lectures and 7 tutorials. |
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Mode of delivery (face-to-face ; distance-learning) :
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| face-to-face |
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Recommended or required readings :
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| The syllabus is available at the CdC. |
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Assessment methods and criteria :
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| A written exam.
One theoretical question accounts for 25% of the final grade, the rest being exercises. |
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