Lecture Notes on Numerical Analysis

Peter J. Olver

Last Updated: May, 2008

  1. Computer Arithmetic

  2. Numerical Solution of Scalar Equations

  3. Review of Matrix Algebra

  4. Gaussian Elimination

  5. Inner Products and Norms

  6. Eigenvalues and Singular Values

  7. Iterative Methods for Linear Systems

  8. Numerical Computation of Eigenvalues

  9. Numerical Solution of Algebraic Systems

  10. Numerical Solution of Ordinary Differential Equations

  11. Numerical Solution of the Heat and Wave Equations

  12. Minimization

  13. Approximation and Interpolation

  14. The Finite Element Method

  15. References