I have been reading a lot of books and papers. Here I plan to share some of my notes. Interested readers are able to have an overview of the subject following my notes and references therein.

Mathematical analysis: primary analysis of one and multiple variable function, topology, Banach and Hilbert spaces, distribution and Sobolev space

(Need to complete and refine a little my notes)

Numerical analysis: fitting, interpolation, linear solver (direct and iterative), least squares problem, integration, convex optimization, numerical solution of PDEs

(Still planning)