Math 4329 (22507), Numerical Analysis

MWF 10:30, LART 222

Office hours: MWF 9:30, BELL 200

Course Description

Prerequisites: Math 3323 and working knowledge of a high level programming language

The text is "Elementary Numerical Analysis, Third Edition" Atkinson and Han, John Wiley & Sons, 2003.

Problem list may change during semester, so re-check before starting each assignment.

Topics covered
Topics section HW assignment due
Taylor Polynomials 1.1 2ac,3ab Jan 26
1.2 1,2,6 Jan 26
Error and Computer Arithmetic 2.1 1bde Jan 31
2.2 1b,5acde,6ch Jan 31
Rootfinding 3.1 1d*,10,14 Feb 11 (note change)
3.2 3,11*(both roots; calc. exp. order) Feb 11 (note change)
3.3 6*(both roots; calc. exp. order) Feb 14
3.4 8,11,16 Feb 14
3.5 3 (note typo) (cancelled)
Test I Chapters 1,2,3 Feb 16
Interpolation and Approximation 4.1 1,8,10 Feb 23
4.2 1,10,14 Feb 28
4.3 13,15 Feb 28
Numerical Integration and Differentiation 5.1 2*,11,12 March 7
5.2 2,16 March 21
5.3 2* (I3 only; vary h) March 21
5.4 1* March 21
Solution of Systems of Linear Equations 6.1 1 March 28
6.3 5*(use gel.m below),6a March 28
6.5 1c* (i,ii,ii only; H-12, not H-5) April 4
6.6 1a*,12 April 4
Test II Chapters 4,5,6 April 6
Numerical Linear Algebra 7.2 1ac,16a*c* (don't est. &lambda2) April 15
7.3 3* April 20
Ordinary Differential Equations 8.2 1b* April 20
8.5 2b* April 27
8.6 1b* (no Richardson error estimate) April 27
8.7 3a,7a* May 4
8.8 1 May 4
Final comprehensive May 13, 10am

* = computer problem requiring MATLAB

Grades

90-100% guaranteed A
80-89% guaranteed B or better
70-79% guaranteed C or better
60-69% guaranteed D or better
below 60% no guarantees

Videos

Note: All of these "optional" videos were made for other (graduate) courses, so they contain some material we don't cover in MATH 4329.

Chapters 1,2 Video

Chapter 3 Video

Chapter 4 Video

Chapter 5 Video

Chapter 6 Video (LU decomposition)

Chapter 6 Video (Band solvers and iterative methods)

Chapter 7 Video (Power method for eigenvalues)

Chapter 8 Video (Truncation error, Stability, Adams methods)

Chapter 8 Video (Stiffness, Runge-Kutta methods)

Old Tests

Fall 2006: Test I | Test II | Final

Spring 2009: Test I | Test II | Final

Fall 2009: Test I | Test II | Final

Fall 2010: Test I | Test II | Final

Spring 2011: Test I | Test II | Final

Note: Drop Deadline is April 1

gel.m (for Problem 5, section 6.3)

MaRCS (Library 218) TAs who can help with Math4329: