Numerical Analysis I

AY2015/2016 Semester 2

Big O notation and Taylor expansion, convergence rate, solutions to equations of one variable: bisection method, fixed point iteration, Newton method, secant method, error analysis for iterative method, lagrange interpolation, divided difference, Hermite interpolation, cubic spline interpolation, numerical differentiation by interpolation, numerical differentiation by Taylor expansion, numerical integration, quadrature rules, Legendre-Gauss quadrature, Romberg integration.