The purpose of this unit is to use MATLAB to carry out many of the analytical mathematical techniques that you know. We will look at traditional methods of numerical differentiation and integration as well as root-finding algorithms. Also included is a section on Fourier series which allow discontinuous functions to be approximated by sums of continuous functions. The aim of the unit is to show you how to use MATLAB to undertake all these operations and also to give you practice in creating MATLAB functions.
The best book for descriptions of the numerical methods used here is Advanced Engineering Mathematics by Erwin Kreyszig.
There will be appropriate references wherever new numerical ideas are introduced.
If you do not know the underlying ideas of differentiation and integration then you can find details in: