MATH/CS 375 — Introduction to Numerical Computing

University of New Mexico · 3 credit hours

An introduction to numerical methods and scientific computing, with computational experiments and algorithm implementations in MATLAB.

This is a semester-independent course overview. Official meeting times, exam counts, grading details, and policies are set in the syllabus for each offering.

Course syllabus

1. Course information

Course: MATH/CS 375 — Introduction to Numerical Computing
Institution: University of New Mexico
Credits: 3

The course explores numerical algorithms for differentiation, root finding, linear systems, interpolation, integration, eigenvalue problems, approximation, and differential equations, with particular attention to convergence, stability, and computational cost.

2. Learning objectives

By the end of the course, students should be able to:

  • Explain truncation error, rounding error, conditioning, and convergence of numerical approximations.
  • Implement numerical algorithms in MATLAB and evaluate their accuracy and computational cost.
  • Solve linear systems using direct and iterative techniques, and understand when each is appropriate.
  • Apply root-finding methods to nonlinear equations and compare convergence behavior.
  • Construct interpolating polynomials and splines and assess approximation errors.
  • Approximate derivatives and integrals using numerical formulas.
  • Use numerical techniques for eigenvalue problems, least-squares approximation, and initial-value problems.

3. Course materials and prerequisites

Prerequisites: MATH 2531 (Calculus III) and CS 261 (Mathematical Foundations of Computer Science), as listed in the Spring 2026 course syllabus. Background in programming and differential equations is helpful.

Textbook: Ward Cheney and David Kincaid, Numerical Mathematics and Computing, 7th edition (6th edition also suitable for the referenced offering).

Software: MATLAB is used for algorithm implementation, experiments, and written computational assignments.

Course resources: Slide PDFs, assignments, announcements, and grades are provided through UNM Canvas.

4. Assessment and grading

The following illustrates the grading breakdown used in Spring 2026. The number and weight of midterm exams may vary between semesters.

AssessmentWeight
Homework30%
Midterm exam 120%
Midterm exam 220%
Cumulative final exam30%

Homework: Assignments combine mathematical derivations, numerical calculations, and MATLAB programming. Written reports, including appropriately labeled figures and code, are normally submitted as PDFs through Canvas.

Exams: Written exams assess numerical methods, mathematical reasoning, and the interpretation of numerical results. The final exam is cumulative; semester-specific exam rules are provided separately.

5. General course schedule

This schedule describes the order of major topics; exact pacing and assessment dates depend on the semester.

OrderTopic
1Numerical foundations
2Numerical differentiation
3Solving nonlinear equations
4Direct methods for linear systems
5Iterative methods for linear systems
6Polynomial interpolation
7Splines and data interpolation
8Numerical integration
9Eigenvalue methods and Markov chains
10Least-squares approximation
11Numerical methods for differential equations
12Monte Carlo simulation

Lecture materials

The lectures below are organized sequentially by topic. Each entry includes a short description and a PDF of the slides, with one illustration space per topic group.

1. Numerical foundations

A teal exponential curve, a gold tangent line, and a dashed violet cubic meet at the Taylor expansion point.
Lecture 00

Course introduction

An overview of the course and the role of computation in numerical mathematics.

Lecture 01

Taylor series and convergence

Using Taylor expansions to study approximations and convergence.

Lecture 02A

Introduction to floating-point numbers

How real numbers are represented with finite-precision floating-point numbers.

Lecture 02B

Floating-point arithmetic

How rounding affects computations and the accuracy of numerical results.

2. Numerical differentiation

Approximating derivatives and improving accuracy through extrapolation.

A gold center node and four teal neighbors highlighted on a square grid.
Lecture 03A

Numerical differentiation

Approximating derivatives numerically and understanding sources of error.

Lecture 03B

Extrapolation

Using extrapolation to improve the accuracy of numerical approximations.

3. Solving nonlinear equations

Finding roots numerically and comparing methods for solving nonlinear problems.

Three interlocking Newton basins in teal, violet, and gold with intricate boundaries.
Lecture 04A

Nonlinear equations and the bisection method

Finding solutions of nonlinear equations with bracket-based methods.

Lecture 04B

Newton Method

Finding roots with the Newton method.

Lecture 04C

Secant method

Using the secant method to approximate roots without derivatives.

4. Direct methods for linear systems

Solving matrix equations using elimination and factorizations, with attention to computational cost and numerical stability.

A dense matrix equals a lower-triangular matrix times an upper-triangular matrix.
Lecture 05A

Linear algebra fundamentals

Matrix and vector ideas that underlie numerical linear algebra.

Lecture 05B

Counting operations and solving special systems

Estimating computational cost and using structure to solve special systems.

Lecture 06A

Gaussian elimination

Solving systems of linear equations using Gaussian elimination.

Lecture 06B

Gaussian elimination (continued)

Continuing the elimination process and its practical implementation.

Lecture 06C

Numerical stability

Understanding stability and the effects of rounding in linear systems.

Lecture 07A

LU factorization

Factoring a matrix into triangular factors for efficient solution methods.

Lecture 07B

LDL and Cholesky factorizations

Using matrix factorizations for symmetric linear systems.

5. Iterative methods for linear systems

Solving linear systems by repeated approximation, including methods that exploit sparse matrices.

Gold and violet iteration paths on nested elliptical contours of a positive-definite quadratic.
Lecture 08A

Stationary iterative methods

Approximating solutions of linear systems using repeated iterations.

Lecture 08B

Sparsity and iterative methods

Taking advantage of sparse matrices in iterative computations.

Lecture 08C

Iterative methods (continued)

Further properties and applications of iterative methods.

6. Polynomial interpolation

Constructing interpolating polynomials and understanding the errors they introduce.

A smooth teal curve and a gold polynomial meet at marked nodes. The gold curve oscillates near the ends.
Lecture 09A

Polynomial interpolation

Constructing polynomials that interpolate a given set of data points.

Lecture 09B

Newton interpolation

Writing interpolating polynomials in Newton form.

Lecture 09C

Interpolation error

Understanding how interpolation error depends on the data and method.

7. Splines and data interpolation

Using piecewise polynomials and MATLAB tools to interpolate and visualize data.

A teal mesh teapot with a gold lid, handle on the left, and curved spout on the right.
Lecture 10A

Splines

Using piecewise polynomials to build smooth interpolants.

Lecture 10B

Interpolation, splines, and data visualization in MATLAB

Working with interpolation, splines, and three-dimensional data in MATLAB.

8. Numerical integration

Approximating integrals using Newton–Cotes formulas and Gaussian quadrature.

Six pale gold trapezoids beneath a teal curve, with violet dots where the function is sampled.
Lecture 11A

Numerical integration

Approximating definite integrals using sampled function values.

Lecture 11B

Newton–Cotes formulas

Studying numerical integration formulas based on interpolating polynomials.

Lecture 12A

Gaussian quadrature

Choosing quadrature nodes and weights for greater accuracy.

Lecture 12B

Generalized Gaussian quadrature

Extending Gaussian quadrature to more general integration settings.

9. Eigenvalue methods and Markov chains

Computing eigenpairs and applying matrix methods to Markov chains.

Three colored circles linked by directed arrows, including a loop on the upper state.
Lecture 13A

Power method

Using the power method to approximate an eigenvalue and eigenvector.

Lecture 13B

Markov chains

Studying Markov chains through matrix-based computation.

10. Least-squares approximation

Fitting models to data when an exact fit is unavailable or undesirable.

Two mountain landscapes side by side. The rank-11 reconstruction on the right has softer edges and visible banding.
Lecture 14A

Least-squares methods

Finding approximate models that fit more data than an exact system can.

Lecture 14B

Least squares

Solving and interpreting least-squares problems.

11. Numerical methods for differential equations

Approximating solutions of initial-value problems with time-stepping schemes.

A teal stability region outlined in gold on the complex plane, lying mostly to the left of the imaginary axis.
Lecture 15A

Numerical methods for differential equations

Approximating solutions to differential equations using numerical methods.

Lecture 15B

Numerical methods for differential equations (continued)

Exploring further numerical methods for differential equations.

Lecture 15C

Runge–Kutta methods

Improving solution accuracy with Runge–Kutta time-stepping methods.

12. Monte Carlo simulation

Estimating quantities through random sampling and computational experiments.

A square containing a circle with teal dots inside and violet dots in the four corners.
Lecture 16

Monte Carlo methods

Estimating quantities using random sampling and Monte Carlo simulation.

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