Instructor
Mike O'Neil (oneil@cims.nyu.edu)

Office hours
Monday & Thursday, 11:00am - 12:00pm
(or by appointment)

Description
“Numerical analysis is the study of algorithms for the problems of continuous mathematics” - L. N. Trefethen, 1992. This course will cover the analysis of numerical algorithms which are ubiquitously used to solve problems throughout mathematics, physics, engineering, finance, and the life sciences. In particular, we will analyze algorithms for solving nonlinear equations; optimization; finding eigenvalues/eigenvectors of matrices; computing matrix factorizations and performing linear regressions; function interpolation, approximation, and integration; basic signal processing using the Fast Fourier Transform; Monte Carlo simulation. View the syllabus for more detailed information.

Lecture
Monday & Wednesday 2:00pm - 3:15pm, CIWW 201

Recitation
Alexandre Milewski (am10315@nyu.edu)
Friday 11:00am - 12:15pm, 194 Mercer, 307
Office hours: Wednesday 4:30pm - 5:30pm, CIWW 918

Materials
The following textbooks are recommended for reference material throughout the course:

- Overton, Numerical Computing with IEEE Floating Point Arithmetic, SIAM, 2001
- Driscoll and Braun, Fundamentals of Numerical Computation, SIAM, 2017
- Trefethen and Bau, Numerical Linear Algebra, SIAM, 1997
- Suli and Mayers, An Introduction to Numerical Analysis, Cambridge, 2003

Grading
The overall course grade will be determined from a final numerical weighted average. The following breakdown will be used to compute an overall numerical grade:
- 30% Homework (6 assignments, 5% each)
- 30% Midterm
- 40% Final exam (cumulative)

Announcements
None.