Math 5329 (15382), Numerical Analysis

MW 10:30-11:50, Bell 143

Office hours: MTWR 12:00-1:00, BELL 200

Course Description

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

The text is "Numerical Analysis: Mathematics of Scientific Computing, 3rd edition" David Kincaid & Ward Cheney, Brooks & Cole, 2002

Topics covered
Topics chapter
Introductory Material 1,2
Nonlinear Equations 3
Optimization 11
Systems of Linear Equations 4
Eigenvalue Problems 5
Interpolation 6
Integration and Differentiation 7
Ordinary Differential Equations 8

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

Homework assignments
read sections do problems date due
1.1 5,31,33 Sept 8
1.2 6,7ce Sept 8
2.1 Sept 8
2.2 8,13,C1 Sept 8
2.3 7 Sept 8
3.1 14,C1,C4 Sept 15
3.2 1,6,11,15,C1,C14 Sept 15
3.3 7,C1 Sept 15
3.4 19,33,38,40 Sept 22
11.1 Sept 22
11.2 1(Rosenbrock),2 Sept 22
11.3 Sept 22
Test I -- Sept 24
4.1 2,3,15 Oct 6
4.2 7,17,27,31,36 Oct 6
4.3 9,16 ("unscaled" pivoting) Oct 13
4.4 21,40 Oct 13
4.6 1,29,C1 Oct 20
5.1 12,22,C1 Oct 20
6.1 1cde,13,27 Oct 29
6.2 23 Oct 29
6.4 5,13,14 Oct 29
Test II -- Nov 3
7.1 6 Nov 12
7.2 1,4 Nov 12
7.3 3, extra problem Nov 19
7.5 Nov 19
8.2 4 Nov 19
8.3 Nov 19
8.4 5,C3 Nov 26
8.5 6 Nov 26
8.6 3 Nov 26
Test III -- Dec 3
Final ------------------ Dec 12, 10am

Grading Policy:

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

Videos

Chapters 1,2 Video

Chapter 3 Video

Chapter 4 Video (for MATH 5330; matrix algebra review)

Chapter 4 Video (for MATH 5330; LU decomposition)

Chapter 4 Video (for MATH 5330; Band solvers and iterative methods)

Chapter 5 Video (for MATH 5330; Power method for eigenvalues)

Chapter 6 Video

Chapter 7 Video

Chapter 8 Video (for MATH 5343; Truncation error, Stability, Adams methods)

Chapter 8 Video (for MATH 5343; Stiffness, Runge-Kutta methods)

Note: Drop Deadline is Oct 31

Fall 2008: Test I | Test II | Test III | Final