Math 5329 (12898), Numerical Analysis

TR 1:30-2:50, HUDS 114

Office hours: MW 10:30-11:20,R 12:30-1:20, 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(only one form for En),31,33 Sept 5
1.2 6,7ce Sept 5
2.1 Sept 5
2.2 6,8,13,C1 Sept 5
3.1 14,C1,C4 Sept 12
3.2 1,6,11,15,C1,C14 Sept 12
3.3 7,C1 Sept 12
3.4 19,33(analyze),38,40 Sept 19
11.1 1 Sept 19
11.2 1(Rosenbrock),2 Sept 19
11.3 Sept 19
Test I Chapters 1,2,3,11 Sept 24
4.1 2,3,15 Oct 3
4.2 7,17,27,32,36 Oct 3
4.3 9,16("unscaled" pivoting) Oct 10
4.4 2,3,21,40(skip 2-norm) Oct 10
4.6 1,29,C1 Oct 17
5.1 12,22,C1 Oct 17
6.1 1ce,13,27 Oct 29
6.2 23 Oct 29
6.4 5,14 Oct 29
Test II Chapters 4,5,6 Oct 31
7.1 6(verify only) Nov 12
7.2 1,4 Nov 12
7.3 3(verify only), extra problem Nov 19
7.5 Nov 19
8.2 4,C1 Nov 19
8.3 Nov 19
8.4 5,C3(h=0.1) Nov 26
8.5 6 Nov 26
8.6 3(not autonomous) Nov 26
Test III Chapters 7,8 Dec 3
Final Comprehensive Dec 12, 1pm

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 Nov 1

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

Fall 2011: Test I | Test II | Test III | Final

Fall 2013: Test I | Test II | Test III | Final