This course in numerical analysis covers a wide range of methods and applications in physics and astrophysics. The first lectures deal with introductory data analysis problems, such as function approximation, numerical calculus, fitting and exact or approximate solutions of linear and non-linear systems of equations. Part of the course is devoted to the theory and application of the Fourier Transform. Considerable time is spent in the numerical solutions of ordinary differential equations, and their applications. Lectures on Finite Element methods and MonteCarlo simulations. The course is accompanied with laboratory work. In the labs the students learn to program in Python and they write their own routines to solve problems related to the theoretical part of the course.