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Numerical Analysis

Numerical analysis studies how mathematical problems behave when solved approximately on finite machines. A durable branch should eventually cover:

  1. floating-point representation and rounding error;
  2. conditioning of problems and stability of algorithms;
  3. root finding and optimization;
  4. interpolation and approximation;
  5. numerical differentiation and integration;
  6. linear systems and differential equations.

This is currently a seed map. Until it grows, use MIT OpenCourseWare 18.330 for lecture notes and problem sets.