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Numerical Methods
3 courses
Numerical Integration and Differentiation
Trapezoidal rule, Simpson's rule, Gaussian quadrature. Finite difference approximations.
2 h intermediate
Root Finding and Interpolation
Bisection, Newton's method, secant method. Lagrange/Newton interpolation, splines.
2 h intermediate
Numerical Linear Algebra
LU decomposition, Cholesky, QR factorization, iterative methods (Jacobi, Gauss-Seidel), conjugate gradient.
2 h advanced