Numerical Analysis Foundations

Floating point, conditioning, stability, convergence, error budgets, choosing a scheme.

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Numerical analysis foundations

  • State the problem class (root-finding, IVP, BVP, eigenvalue, optimization, quadrature) before picking a method.
  • Discuss conditioning vs stability explicitly: a stable algorithm on an ill-conditioned problem still loses digits.
  • Pick the order of convergence you actually need; quote the cost.
  • For floating-point work, watch catastrophic cancellation, subtraction near equal values, and accumulated round-off.
  • Always include a convergence check (refine the grid / shrink the step) and an error estimate before quoting a number.

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