Numerical Analysis and Computational Mathematics

Numerical analysis is the study of computer methods for solving math problems that arise in engineering and other scientific areas. It involves both algorithm development (in other words, finding better computer methods) and theoretical analysis (explaining why the methods work). For example, in QCD (quantum chromodynamics), it is often the case that systems of linear equations have a million equations and a million unknowns. Special techniques are required to solve such systems. Research interests in this department include optimization and iterative methods for large matrix problems. The upper level undergraduate courses offered in numerical analysis are Numerical Linear Algebra and Numerical Analysis.