Numerical Analysis II

Course content

Interpolation and approximation: Lagrange and Newton interpolation, Hermite interpolation, trigonometric interpolation and Fourier series. Spline interpolation B-splines and recursive algorithms. Numerical differentation and quadrature: Newton-Cotes formulas, Gaussian integration rules. Extrapolation and Romberg integration, adaptive quadrature. Hierarchal and recursive quadrature formulas: Archimedes integration formula. Root finding methods.