Numerical Analysis
These notes organize Burden and Faires, Numerical Analysis, 9th edition, into a practical wiki path for computation, analysis, and implementation. The emphasis is the central theme of the text: numerical algorithms are useful only when their approximation error, floating-point behavior, convergence, and stability are understood together.
The sequence starts with calculus-based error estimates and machine arithmetic, then moves through nonlinear equations, interpolation, differentiation, integration, ordinary differential equations, numerical linear algebra, approximation theory, eigenvalue problems, nonlinear systems, boundary-value problems, and finite-difference methods for partial differential equations. Each topic page follows the same study pattern: intuition, algorithm, convergence or stability analysis, a worked example, and executable Python/NumPy/SciPy-style code.
Use the pages in order for a first pass; later, jump directly to the method family needed for a computation.
- Numerical Analysis
- Mathematical Preliminaries and Error Analysis
- Floating Point Conditioning and Stability
- Bisection and Fixed Point Iteration
- Newton Secant and Polynomial Roots
- Lagrange Interpolation and Neville Method
- Divided Differences and Hermite Interpolation
- Cubic Splines and Parametric Curves
- Numerical Differentiation and Richardson Extrapolation
- Newton Cotes and Romberg Integration
- Adaptive and Gaussian Quadrature
- Euler Taylor and Runge Kutta Methods
- Adaptive Runge Kutta and Multistep Methods
- ODE Stability Stiffness and Systems
- Gaussian Elimination Pivoting and LU
- Matrix Factorizations and Special Systems
- Jacobi Gauss Seidel and SOR
- Conjugate Gradient and Iterative Refinement
- Least Squares and Chebyshev Approximation
- Rational Trigonometric Approximation and FFT
- Eigenvalue Methods
- Nonlinear Systems
- Boundary Value Problems
- Finite Difference Methods for PDEs