MATH-UA 258 Honors Numerical Analysis

4 points. Spring term only. 

Course Description

Covers the analysis of numerical algorithms which are ubiquitously used to solve problems throughout mathematics, physics, engineering, finance, and the life sciences. Topics include: algorithms for solving nonlinear equations; optimization; finding eigenvalues/eigenvectors of matrices; computing matrix factorizations and performing linear regressions; function interpolation, approximation, and integration; basic signal processing using the Fast Fourier Transform; Monte Carlo simulation. An introduction to programming will be provided as it is an integral part of numerical analysis, but students should feel quite comfortable programming on their own (or be exceptionally willing to learn along the way).

Prerequisites

Students must earn grades of A- or higher in the following two prerequisite courses:

  1. MATH-UA 123 Calculus III or MATH-UA 133 Math for Economics III
    • Alternative: MATH-UA 129 Honors Calculus III with a grade of B+ or higher
  2. MATH-UA 140 Linear Algebra
    • Alternative: MATH-UA 148 Honors Linear Algebra with a grade of B+ or higher

Notes: Programming experience is strongly recommended (e.g. Julia, Matlab, or NumPy), but not required (there is a programming component to this course).

Anti-requisites

  • MATH-UA 252 Numerical Analysis