This note covers the following
topics: Fourier Analysis, Least Squares, Normwise Convergence, The Discrete
Fourier Transform, The Fast Fourier Transform, Taylor Series, Contour
integration, Laurent series, Chebyshev series, Signal smoothing and root
finding, Differentiation and integration, Spectral methods, Ultraspherical
spectral methods, Functional analysis, Spectrum, Infinite-dimensional linear
algebra, Linear partial differential equations, Laplace's equation,
Riemann–Hilbert problems, Matrix-valued Riemann–Hilbert.
This PDF covers the following topics related to
Numerical Analysis : Series and Sequences, Integrals as Sums and Derivatives
as Differences, Interpolation, Nonlinear Equations, Methods for Ordinary
Differential Equations, Fourier Analysis, Spectral Interpolation,
Differentiation, Quadrature.
Author(s): Prof. Laurent Demanet, Massachusetts
Institute of Technology
This lecture note
explains the following topics: Computer Arithmetic, Numerical Solution of Scalar
Equations, Matrix Algebra, Gaussian Elimination, Inner Products and Norms,
Eigenvalues and Singular Values, Iterative Methods for Linear Systems, Numerical
Computation of Eigenvalues, Numerical Solution of Algebraic Systems, Numerical
Solution of Ordinary Differential Equations, Numerical Solution of the Heat and
Wave Equations, Approximation and Interpolation, The Finite Element Method.
This note explains the
following topics: IEEE Arithmetic, Root Finding, Systems of equations,
Least-squares approximation, Interpolation, Integration and Ordinary
differential equations.
This note provides the details about the following
topics: Nonlinear equations, Linear Systems, Eigenvalues, Nonlinear systems,
Ordinary Differential Equations, Fourier transforms.