Numerical analysis and computational mathematics

Lecturer(s) :

Vazquez Hernandez Rafael


  • Numerical approximation of nonlinear equations.
  • Interpolation, approximation of functions and data.
  • Numerical integration and derivation.
  • Numerical Linear Algebra (direct and iterative methods).
  • Numerical approximation of eigenvalue problems.
  • Numerical methods for Ordinary Differential Equations.
  • Stability, conditioning, and convergence properties of the numerical methods; error analysis.
  • Implementation of the numerical algorithms in MATLAB.
Required courses

Analysis (Calculus); Linear Algebra.

Important concepts to start the course

Basic knowledge of MATLAB or GNU Octave software; basic programming.


A. Quarteroni, F. Saleri, P. Gervasio, Scientific Computing with MATLAB and Octave, 4th ed., Springer-Verlag, Berlin and Heidelberg, 2014.

A. Quarteroni, R. Sacco, F. Saleri, Numerical Mathematics, 2nd ed., Springer, Berlin, 2007.