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.
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