Annually, winter term. Many mathematical models arising in various applications cannot be solved analytically. This course teaches fundamentals of numerical analysis, and focuses on how numerical algorithms are constructed and analyzed in terms of their accuracy, efficiency, stability, conditioning, and convergence properties. Students will use MATLAB to demonstrate the validity and/or failure of various approaches in different situations. MATH 116 is an approved elective for the QBS Masters of Science degree in Health Data Science.The topics of the course will alternate between odd and even years. In odd years, the main focus will be on numerical linear algebra, and include the study of least squares methods, iterative methods for linear systems, eigenvalue problems. Other topics will include root finding methods and optimization. In even years, the focus will be on numerical ordinary and partial differential equations, including both linear and non-linear problems. Numerical interpolation, differentiation, integration, and approximation techniques will also be discussed as they pertain to solving differential equations.
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