Matlab ebook:
Numerical Methods in Finance & Economics A MATLAB based Introduction - Paolo Brandimarte

content (part)
Part 11 Numerical Methods
3 Basics of Numerical Analysis
3.1 Nature of numerical computation
3.1.1 Number representation, rounding, and
3.1.2 Error propagation, conditioning, and
3.1.3
Solving systems of linear equations 145
3.2.1 Vector and matrix norms 146
3.2.2
3.2.3
3.2.4 Tridiagonal matrices
3.2.5
truncation
instability 141
Order of convergence and computational
complexity 143
3.2
Condition number for a matrix 149
Direct methods for solving systems of
linear equations
Iterative methods for solving systems of
linear equations
3.3.1 Ad hoc approximation
3.3.2 Elementary polynomial interpolation
3.3.3 Interpolation by cubic splines
3.3.4
3.3 Function approximation and interpolation
Theory of function approximation by least
squares
3.4 Solving non-linear equations
3.4.1 Bisection method
3.4.2 Newton’s method
3.4.3 Optimization- based solution of non-linear
equations
3.4.4 Putting two things together: solving
a functional equation by a collocation