Reliable numerical computation

Turn continuous mathematics into controlled approximations, from conditioning and stable algebra to integration and time stepping.

10 published lessons1 module280 min of guided study
  1. 01
    Reliable numerical computationadvanced · 10 lessons

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Reliable numerical computation

Turn continuous mathematics into controlled approximations, from conditioning and stable algebra to integration and time stepping.

  1. 01

    Conditioning and backward error

    Separate sensitivity of a mathematical problem from the stability of the algorithm that solves it.

    26 min
  2. 02

    Floating-point arithmetic and stable formulas

    Track representation, rounding, cancellation, and reformulation instead of assuming algebraic equality implies numerical equality.

    26 min
  3. 03

    Root finding and safeguarded Newton iteration

    Combine local speed with brackets, residual interpretation, and stopping rules that survive difficult starting points.

    28 min
  4. 04

    Polynomial interpolation and node geometry

    Build exact fits at samples while separating interpolation error, data sensitivity, and stable evaluation.

    27 min
  5. 05

    Numerical differentiation and competing errors

    Derive difference formulas, balance truncation against uncertainty, and recognize when smaller steps become worse.

    27 min
  6. 06

    Quadrature and adaptive integration

    Approximate integrals with explicit rules, refinement estimates, and a clear distinction between an estimated and guaranteed error.

    28 min
  7. 07

    Linear systems and trustworthy factorization

    Solve by structured factorizations, choose pivots sensibly, and verify the result with residuals rather than explicit inverses.

    29 min
  8. 08

    Iterative linear solvers and preconditioning

    Connect residual corrections, spectral convergence, Krylov spaces, and the practical role of a preconditioner.

    30 min
  9. 09

    Numerical eigenvalue problems and residual certificates

    Find spectral information with power iteration and structured algorithms while respecting sensitivity and invariant subspaces.

    29 min
  10. 10

    Time stepping, stiffness, and stability regions

    Separate an equation's dynamics from its discrete update and balance accuracy with stability for fast and slow modes.

    30 min
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