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Numerical Methods

Numerical Methods

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Numerical Methods Course NotesVersion 0.11(UCSD Math 174, Fall 2004)
Steven E. Pav
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October 13, 2005
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Department of Mathematics, MC0112, University of California at San Diego, La Jolla, CA 92093-0112.
<spav@ucsd.edu>
2004 Steven E. Pav. Permission is granted to copy,distribute and/or modify this document under the terms of the GNU Free Documentation License, Version1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the section entitled ”GNU FreeDocumentation License”.

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Preface
These notes were originally prepared during Fall quarter 2003 for UCSD Math 174, NumericalMethods. In writing these notes, it was not my intention to add to the glut of Numerical Analysistexts; they were designed to complement the course text,
Numerical Mathematics and Computing,
Fourth edition, by Cheney and Kincaid [7]. As such, these notes follow the conventions of thattext fairly closely. If you are at all serious about pursuing study of Numerical Analysis, you shouldconsider acquiring that text, or any one of a number of other ﬁne texts by
e.g.
, Epperson, Hamming,etc. [3, 4, 5].
3.13.2 8.43.31.43.41.14.2 7.1 10.14.35.15.27.28.38.29.19.2 9.310.210.3
Figure 1: The chapter dependency of this text, though some dependencies are weak.Special thanks go to the students of Math 174, 2003–2004, who suﬀered through early versionsof these notes, which were riddled with (more) errors.
Revision History
0.0 Transcription of course notes for Math 174, Fall 2003.0.1 As used in Math 174, Fall 2004.0.11 Added material on functional analysis and Orthogonal Least Squares.
Todo
More homework questions and example problems.
Chapter on optimization.
Chapters on basic ﬁnite diﬀerence and ﬁnite element methods?
Section on root ﬁnding for functions of more than one variable.i