https://www.coursera.org/learn/numerical-methods-engineers/home/welcome
Text book: https://www.math.hkust.edu.hk/~machas/numerical-methods-for-engineers.pdf
This course is divided into six weeks, each week focusing on a specific subject. The first week is about MATLAB, the second week is about root-finding algorithms, the third week is about numerical linear algebra, the fourth week is about quadrature and interpolation, and the fifth and sixth weeks are about ordinary and partial differential equations.
這門課, 對於理解真的實作會遇到什麼問題, 給出實際的解法. 譬如, 如果矩陣比較大的時候 Gauss elimination 容易數值不穩定, 所以需要 partial pivoting. 怎麼做 root finding? 積分到底要怎麼做? 還有最重要的 ODE/PDE 怎麼數值模擬 (well known Runge Kutta Methods)?
對於想了解背後實作秘密的人, 且喜歡追根究底的人, 應該會學得挺開心的. 😃 至少我是拉!
Week 4 Quadrature and Interpolation
Week 5: Ordinary Differential Equations
Week 6: Partial Differential Equations