401-1652-10L  Numerical Analysis I

Semester Spring Semester 2017
Lecturers C. Schwab
Periodicity yearly course
Language of instruction German

Abstract This course will give an introduction to numerical methods, aimed at mathematics majors. It covers numerical linear algebra, quadrature, interpolation and approximation methods as well as their error analysis and implementation.
Objective Knowledge of the fundamental numerical methods as well as
`numerical literacy': application of numerical methods for the solution
of application problems, mathematical foundations of numerical
methods, and basic mathematical methods of the analysis of
stability, consistency and convergence of numerical methods,
MATLAB implementation.
Content Rounding errors, solution of linear systems of equations, nonlinear equations,
interpolation (polynomial as well as trigonometric), least squares problems,
extrapolation, numerical quadrature, elementary optimization methods.
Lecture notes Lecture Notes and reading list will be available.
Literature Lecture Notes (german or english) will be made available to students of ETH BSc MATH.

Quarteroni, Sacco and Saleri, Numerische Mathematik 1 + 2, Springer Verlag 2002 (in German).

There is an English version of this text, containing both German volumes, from the same publisher. If you feel more comfortable with English, you can follow this text as well. Content and Indexing are identical in the German and the English text.
Prerequisites / Notice Admission Requirements:
Completed course
Linear Algebra I, Analysis I in ETH BSc MATH
Parallel enrolment in
Linear Algebra II, Analysis II in ETH BSc MATH

Weekly homework assignments involving MATLAB programming
are an integral part of the course.
Turn-in of solutions will be graded.