Reading List

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The main recommended book for this course are:

1) L. N. Trefethen and D. Bau, Numerical Linear Algebra (SIAM, 1997). (For Numerical Linear Algebra)

2) L. N. Trefethen, Approximation Theory and Approximation Practice (SIAM, 2012; extended edition 2020). (Highly recommended for Function Approximation)

3) E. Süli and D. F. Mayers, An Introduction to Numerical Analysis (CUP, 2003). Of which the relevant chapters are: 6, 7, 2, 5, 9, 11. (For ODEs; covers the subject broadly)