Math 4329 (21831), Numerical Analysis

MW 1:30-2:50, BELL 130A

Office hours: MTR 12:00-12:50, 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 29
1.2 1,2,6 Jan 29
Error and Computer Arithmetic 2.1 1bde Feb 3
2.2 1b,5acde,6ch Feb 3
Rootfinding 3.1 1d*,10,14 Feb 10
3.2 3,11*(both roots; calc. exp. order) Feb 10
3.3 6*(both roots; calc. exp. order) Feb 17
3.4 8,11,12,16 Feb 17
3.5 3 (note typo) Feb 17
Test I Chapters 1,2,3 Feb 19
Interpolation and Approximation 4.1 1,8,10 Feb 26
4.2 1,14 March 5
4.3 13,15 March 5
Numerical Integration and Differentiation 5.1 2*(N=8,16),11,12 March 17
5.2 16 March 19
5.3 2* (repeat 5.1, problem 2, using Gauss 3 point) March 19
5.4 1* March 19
Solution of Systems of Linear Equations 6.1 1 March 26
6.3 5*(use gel.m below),6c March 26
6.5 1c* (i,ii,iii only; H-12, not H-5) April 7
6.6 1a*,12 April 7
Test II Chapters 4,5,6 April 9
Numerical Linear Algebra 7.2 1ac,16a*c* (don't est. lambda2) April 16
7.3 3* April 23
Ordinary Differential Equations 8.2 1b* April 23
8.5 2b* April 30
8.6 1b* (no Richardson error estimate) April 30
8.7 3a,7a* May 7
8.8 1 May 7
Test III Chapters 7,8 May 7
Final comprehensive May 14, 4pm

* = 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

Fall 2012: Test I | Test II | Final

Spring 2014: Test I | Test II | Test III | Final

Note: Drop Deadline is April 4

Tutoring: Math Resource Center for Students (MaRCS)

gel.m (for Problem 5, section 6.3)