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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.

  1. Numerical Analysis
  2. Mathematical Preliminaries and Error Analysis
  3. Floating Point Conditioning and Stability
  4. Bisection and Fixed Point Iteration
  5. Newton Secant and Polynomial Roots
  6. Lagrange Interpolation and Neville Method
  7. Divided Differences and Hermite Interpolation
  8. Cubic Splines and Parametric Curves
  9. Numerical Differentiation and Richardson Extrapolation
  10. Newton Cotes and Romberg Integration
  11. Adaptive and Gaussian Quadrature
  12. Euler Taylor and Runge Kutta Methods
  13. Adaptive Runge Kutta and Multistep Methods
  14. ODE Stability Stiffness and Systems
  15. Gaussian Elimination Pivoting and LU
  16. Matrix Factorizations and Special Systems
  17. Jacobi Gauss Seidel and SOR
  18. Conjugate Gradient and Iterative Refinement
  19. Least Squares and Chebyshev Approximation
  20. Rational Trigonometric Approximation and FFT
  21. Eigenvalue Methods
  22. Nonlinear Systems
  23. Boundary Value Problems
  24. Finite Difference Methods for PDEs