Math 614002 Numerical Methods I
Prerequisites:

Linear Algebra and Advanced Calculus
Textbook:
General References:
 William H. Press, Saul A. Teukolsky, William
T. Vetterling, and Brian P. Flannery, "Numerical Recipes in C (or Fortran 77): The Art of Scientific
Computing".
 J. Stoer and R. Bulirsch, "Introduction to Numerical Analysis".
 Eugene Isaacson and Herbert
Bishop Keller, "Analysis of Numerical Methods".

Arieh Iserles, "A First Course in the Numerical Analysis of Differential Equations".
 Gene H. Golub and Charles F. Van Loan, "Matrix Computation".
 James W. Demmel, "Applied Numerical Linear Algebra".
 Lloyd N. Trefethen and David Bau, "Numerical Linear Algebra".
Suggested Readings:

R. Fletcher and M.J.D. Powell,
"A rapidly convergent descent method for minimization,"
Comput. J., 6 (1963/1964), pp. 163–168.

N. Karmarkar,
"A new polynomialtime algorithm for linear programming,"
Combinatorica, 4 (1984), no. 4, pp. 373–395.
Web Resources

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GAMS (Guide to Available
Mathematical Software)

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