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Caltech Course Catalog / 2025-2026 Catalog / Courses 2025-26 / Numerical Algorithms and their Implementation

CS/IDS 178 - Numerical Algorithms and their Implementation

CS/IDS 178

Numerical Algorithms and their Implementation

9 units (3-3-3)   |  third term
Prerequisites: CS 2.

This course gives students the understanding necessary to choose and implement basic numerical algorithms as needed in everyday programming practice. Concepts include: sources of numerical error, stability, convergence, ill-conditioning, and efficiency. Algorithms covered include solution of linear systems (direct and iterative methods), orthogonalization, SVD, interpolation and approximation, numerical integration, solution of ODEs and PDEs, transform methods (Fourier, Wavelet), and low rank approximation such as multipole expansions. Not offered 2025-26.

Instructor: Staff
Published Date: Aug. 28, 2025