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Last Updated: October 20, 2026
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An explicit application of the error formula for Lagrange interpolation is discussed in the beginning and then we go towards ... This lecture discusses Neville's method of obtaining interpolating polynomials and gives an introduction to divided differences. We start studying Hermite polynomials from this lecture. In this last lecture for this course, we study the power method to approximate the dominant eigenvalue of a matrix. We continue studying the divided differences in this lecture. We study the error in Euler's method and then discuss the local truncation error. We begin the theme on interpolation. Here, we give the method to construct the Lagrange polynomials interpolating a function at ... We discuss the Secant method and the regula falsi method in this lecture. We give details on the construction of cubic splines. We learn iterative techniques such as the Jacobi and Gauß-Seidel methods to solve systems of linear equations. In this lecture, we introduce the notion of order of a fixed point iteration method. We then study orders of various such methods.
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