Introduction to numerical algorithms for some basic problems in computational mathematics. Discussion of both implementation issues and error analysis. Crosslisted with CX 4640 (formerly CS 4642).
Method of characteristics for first and second order partial differential equations, conservation laws and shocks, classification of second order systems and applications.
Real numbers, topology of Euclidean spaces, Cauchy sequences, completeness, continuity and compactness, uniform continuity, series of functions, Fourier series
Linear algebra in R^n, standard Euclidean inner product in R^n, general linear spaces, general inner product spaces, least squares, determinants, eigenvalues and eigenvectors, symmetric matrices.
Sampling distributions, Normal, t, chi-square and F distributions. Moment generating function methods, Bayesian estimation and introduction to hypothesis testing