This course will give an introduction to basic numerical methods that you will need in the field of visual computing and well beyond.  Topics we will cover in the course include

  • Error analysis and the condition of a problem: How accurately can I expect to determine a solution?
  • Linear equations: How to solve them efficiently?
  • Linear regression: How do I fit a (linear) parametric model to some measured data?
  • Nonlinear equations: Using Newtons method to solve nonlinear equations.
  • Nonlinear optimization: How do I apply Newtons method to smooth optimization problems.
  • Computation of eigenvalues: Which algorithm allows me to compute the eigenvalues of a matrix?
  • Interpolation: How can I interpolate given data points with polynomials?
  • Integration: How do quadrature rules for numerical integration work?