数值分析

This course is designed for the graduate students in engineering and the senior undergraduate students. The basic numerical methods will be briefly introduced. The contents include the interpolation, numerical integration, solution methods of system linear equations, the basic numerical methods for linear and nonlinear least squares, and numerical methods for ordinary differential equations. Finally, some ADMM-like methods of linear constrained convex optimization problems, which are closely related to the development of information science, are introduced.