2023-2024 / MATH0006-3

Introduction to numerical analysis


20h Th, 20h Pr

Number of credits

 Bachelor of Science (BSc) in Engineering4 crédits 
 Master of Science (MSc) in Geological and Mining Engineering, professional focus in geometallurgy (EMERALD) (Erasmus mundus)5 crédits 
 Master of Science (MSc) in Computer Science and Engineering (double degree programme with HEC)4 crédits 
 Master of Science (MSc) in Geological and Mining Engineering5 crédits 


Quentin Louveaux

Language(s) of instruction

English language

Organisation and examination

Teaching in the first semester, review in January


Schedule online

Units courses prerequisite and corequisite

Prerequisite or corequisite units are presented within each program

Learning unit 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.

The course is structured in four main chapters.

Ch 1: Polynomial interpolation and regression

Ch 2: Numerical linear algebra and basic linear programming

Ch 3: Non linear systems

Ch 4: Numerical derivation and integration

Learning outcomes of the learning unit

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.
This course contributes to the learning outcomes I.1, I.2, III.1, III.2, VII.4, VII.5 of the BSc in engineering.


Prerequisite knowledge and skills

An introductory course on linear algebra and calculus.

Planned learning activities and teaching methods

The course is organized as follows: 10 lectures and 8 tutorials.

Mode of delivery (face to face, distance learning, hybrid learning)

Face-to-face course

Additional information:

The course is given in face-to-face.

Recommended or required readings

The syllabus is available at the CdC.

Exam(s) in session

Any session

- In-person

written exam ( open-ended questions )

Additional information:

A written exam.
One theoretical question accounts for 25% of the final grade, it is a true/false with a few lines of justification, the rest being exercises similar to the tutorials. A formulary with the main formulas is given with the exam questions.

Work placement(s)

Organisational remarks and main changes to the course

The theoretical lectures are taught in English. The problem sessions are taught in French.

All documents of the course are available on ecampus.

This includes the slides, the annotated slides, the organizational details.




Association of one or more MOOCs