CS/MATH 3414 (Fall 2026) — Numerical Methods

Description

This course introduces computational methods for solving mathematical problems that arise in computer science, engineering, data analysis, and scientific computing. Topics include floating-point arithmetic and error analysis, solutions of non-linear equations and linear systems, interpolation and approximation, Monte Carlo simulation of random processes, and optimization. Students will apply these techniques to real-world problems such as fitting models to noisy data, simulating physical systems, and machine learning. Students will develop and evaluate numerical algorithms for these problems using a modern programming language.

Course Outline

Lecture Notes

  • Lecture 0: Introduction [slides] — Aug. 25, 2026
  • Lecture 1: Real Numbers on a Finite Machine [notes] [slides] — Aug. 27, 2026
  • Lecture 2: Floating-Point Arithmetic and Error Analysis [notes] [slides] — Sept. 1, 2026
  • Lecture 3: Numerically Solving Equations [notes] [slides] — Sept. 8, 2026