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.
New! You may also do your homeworks in Python as a Jupyter notebook. Talk to the instructor if you want to pursue this option.
Grading:
50% Homework
15% Midterm
15% Midterm
20% Final Exam
Important Dates:
Exam 1 : Monday October 1, in Class.
Exam 2 : Friday November 9, in Class.
Final Exam: Wednesday December 12 10:00 am - Noon (Note: Same room, different time)
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 0 Due: Never
Homework 1 Due: September 5
Homework 2 Due: September 12 September 14
Homework 3 Due: September 21
Homework 4 Due: September 28 generate_SPD_mat_and_rhs_vec.m
Homework 5 Due: October 15
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: October 26
Homework 7 Due: October 31 (Halloween!!) Due: Nov 2
Homework 8 Due: November 14
eval_spine.m
Homework 9 Due: November 21
Homework 10 Due: November 30
polls.csv
Homework 11 Due: December 7
Lectures
Lecture 1 Slides 4up
Lecture 2 Slides 4up
Lecture 3 Slides 4up
Lecture 4 Slides 4up
Lecture 5 Slides 4up
diff_fwd.m
diff_fwd_plot.m
Lecture 6 Slides 4up
diff_central.m
diff_richard.m
Lecture 7 Slides 4up
Matlab Files: test_flops.m GE_naive.m GE_naive_script.m
Lecture 8 Slides 4up
Lecture 9 Slides 4up
Lecture 10 Slides 4up
Lecture 11 Slides 4up
Lecture 12 Slides 4up fractals.m
Lecture 13 Slides 4up
Lecture 14 Slides 4up
Lecture 15 Slides 4up
Lecture 16 Slides 4up
trap_int_test.m
simp_int_test.m
Lecture 17 Slides 4up
Lecture 18 Slides 4up
Lecture 19 Slides 4up
Lecture 20 Slides 4up
Lecture 21 Slides 4up
forward_euler_script
Review Questions
Questions for Floating Point and Taylor Series
Questions for Differentiation
Questions for Linear Systems
Questions for Iterative Solvers
Questions for Root Finding
Questions for Interpolation
Questions for Splines
Questions for Numerical Integration
Questions for Power Method
Questions for SVD and Least-Squares
Questions for Monte-Carlo
Questions for ODEs