A course from the Electrical Engineering Department at IIT Madras (http://www.ee.iitm.ac.in).
Week 0: Implementations of basic algorithms in Python, Scipy and Numpy
Week 1: Polynomial Interpolation
Week 2: Spline Interpolation
Week 3: Romberg Interpolation
Week 4: Open Romberg method and Gaussian Quadrature integration
Week 5: Chebyshev Function Fitting
Week 6: Unstable Series Summing using Clenshaw Algorithm
Week 7: Modelling and generating/sampling probability distributions
Week 8: 1-D Minimization using various methods
Week 9: n-D Minimization using various methods