MATH 375: Introduction to Numerical Computing



Time and Place: Tuesday/Thursday 9:30 am - 10:45 am, SMLC 352
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
20% Midterm   Review Questions
30% Final Exam

Important Dates:  
Midterm :   October 20, during regular class hours.
Final Exam:   December 13 (Tuesday), 7:30 am - 9:30 am.

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

Homework  
All homeworks are due in the beginning of class.

Homework 1   Due: Sept 8  
Homework 2   Due: Sept 15  
Homework 3   Due: Sept 29   generate_SPD_mat_and_rhs_vec.m
Homework 4   Due: October 11 hw4_q2.m hw4_q3.m generate_SPD_mat_and_rhs_vec.m my_jacobi.m my_gauss_siedel.m my_cg.m
Homework 5   Due: October 25
Homework 6   Due: November 3
Homework 7   Due: November 10 eval_spine.m
Homework 8   Due: November 22
Homework 9   Due: December 1 polls.csv
Homework 10   Due: December 8

Lectures  
Lecture 1 Slides 4up
Lecture 2 Slides 4up
Lecture 3 Slides 4up
Lecture 4 Slides 4up
Lecture 5 Slides 4up Matlab Files: test_flops.m
Lecture 6 Slides 4up Matlab Files: GE_naive.m GE_naive_script.m
Lecture 7 Slides 4up
Lecture 8 Slides 4up
Lecture 9 Slides 4up
Lecture 10 Slides 4up
Lecture 11 Slides 4up
Lecture 12 Slides 4up
Lecture 13 Slides 4up
Lecture 14 Slides 4up
Lecture 15 Slides 4up
Questions for Polynomial Interpolation
Lecture 16 Slides 4up
Questions for Splines
Lecture 17 Slides 4up diff_fwd.m diff_central.m diff_richard.m
Questions for Differentiation
Lecture 18 Slides 4up trap_int_test.m simp_int_test.m
Lecture 19 Slides 4up int_gauss.m int_gauss_test.m int_compare_gauss_trapezoid_simpson.m
Questions for Quadrature
Lecture 20 Slides 4up
Lecture 21 Slides 4up
Questions for Power Method
Lecture 22 Slides 4up
Questions for SVD and Least-Squares
ODE Lectures Handwritten Notes
forward_euler_script
Questions for ODEs