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.
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