MATH 375: Introduction to Numerical Computing



Time and Place: Tuesday/Thursday 11:00 am - 12:15 pm, CAST 51
Instructor: Jehanzeb H. Chaudhry (Zeb), jehanzeb@unm.edu, www.math.unm.edu/~jehanzeb
Office Hours: Tuesday: 1:30 - 3:00 pm, Wednesday: 9:00 - 10:30 am (SMLC 328)


Texts: Numerical Mathematics and Computing, by E. Ward Cheney and David R. Kincaid, 7th Edition. (6th Edition is also fine).
Other Recommended Texts: (1) Numerical Mathematics and Computing, M. Heath. (2) Numerical Analysis, by T. Sauer.
Prerequisites: CS 151 or CS 152 or Phys 290 or ECE 131 or comparable programming skills AND Math 316 or Math 314 or Math 321 or equivalent.

Course Description:   This is an introductory numerical analysis course. We study numerical methods to solve linear and nonlinear equations, to interpolate and approximate data, and methods for numerical integration and differentiation. We will implement all algorithms in MATLAB, and begin the course with a MATLAB tutorial.
The topics that we cover in this class are Floating-Point Representation, Linear Systems, Nonlinear Equations, Interpolation, Numerical Differentiation and Integration, Initial Value Problems and Least-Squares Methods. Additional topics may be covered at the instructor's discretion depending on time and student interest.

Grading:  
50% Homework
15% Midterm  
15% Midterm  
20% Final Exam

Important Dates:  
Exam 1 :   February 28 (Tuesday), in Class.
Exam 2 :   April 11 (Tuesday), in Class.
Final Exam:   May 9 (Tuesday), 12:30 pm - 2:30 pm.

Syllabus  

MATLAB Tutorial Files: MATLAB tutorial (PDF) script with all commands(matlab_tutorial.m) ApproxExp.m f1.m df1.m MyDeriv.m my_funky_fcn.m

More MATLAB Resources:

Homework  
All homeworks are due in the beginning of class.

Homework 1   Due: February 2  
Homework 2   Due: February 9  
Homework 3   Due: February 16  
Homework 4   Due: February 23   generate_SPD_mat_and_rhs_vec.m
Homework 5   Due: March 9 script_q2.m script_q3.m generate_SPD_mat_and_rhs_vec.m my_jacobi.m my_gauss_siedel.m my_cg.m
Homework 6   Due: March 30
Homework 7   Due: April 6
Homework 8   Due: April 20 eval_spine.m
Homework 9   Due: April 27
Homework 10   Due: May 4 polls.csv

Lectures  
Lecture 1 Slides 4up
Lecture 2 Slides 4up
Lecture 3 Slides 4up
Lecture 4 Slides 4up diff_fwd.m diff_fwd_plot.m
Questions for Floating Point and Taylor Series
Lecture 5 Slides 4up diff_central.m diff_richard.m
Questions for Differentiation
Lecture 6 Slides 4up Matlab Files: test_flops.m GE_naive.m GE_naive_script.m
Lecture 7 Slides 4up
Lecture 8 Slides 4up
Lecture 9 Slides 4up
Questions for Linear Systems
Lecture 10 Slides 4up
Questions for Iterative Solvers
Lecture 11 Slides 4up
Lecture 12 Slides 4up
Questions for Root Finding
Lecture 13 Slides 4up
Lecture 14 Slides 4up
Questions for Interpolation
Lecture 15 Slides 4up
Lecture 16 Slides 4up
Questions for Splines
Lecture 17 Slides 4up trap_int_test.m simp_int_test.m
Questions for Numerical Integration
Lecture 18 Slides 4up
Lecture 19 Slides 4up
Questions for Power Method
Lecture 20 Slides 4up
Questions for SVD and Least-Squares
Lecture 21 Slides 4up
Lecture 22 Slides 4up
forward_euler_script
Questions for ODEs