MATH:5800/CS:5710 (22M:170/22C:170)
Numerical Analysis I
(Nonlinear Equations & Approximation Theory)
Fall 2014

Contact/class information

You can see me outside the office hours provided it is mutually convenient.

Description

MATH:5800/CS:5710 is the first half of a comprehensive course in numerical analysis. Numerical analysis is what connects continuous mathematics with computers and computing. Numerical analysis is about how to solve equations, compute derivatives and integrals, and solve differential equations. The difference is that computers can only store real numbers to a finite (in fact, very limited) number of decimal (or binary) places. Whenever a computation is done, there is almost always some error in the result.
In this course you will learn not to ask
Is the answer (exactly) correct?
Instead you will learn to ask
How big is the error?

Textbook

Introduction to Numerical Analysis by K. Atkinson, J. Wiley and Sons, 2nd Edition (1989). This course covers the first five chapters. MATH:5810/CS:5720 covers the chapters six through nine.

Syllabus

Objectives and Goals of the Course:

The students will be introduced to the derivation, implementation, and analysis of numerical methods in the areas listed under Syllabus. Students are expected to become proficient in all aspects covered. This involves both theory (mathematial analysis) and practice (programming and implementation). While learning a particular programming language is not necessary, examples and demonstrations will be given in Matlab TM and students are expected to be able to read and understand code in this language.
There will be a more-or-less open-ended project for all students to complete which will involve work in all three aspects (derivation, implementation, and analysis) of numerical methods.

Assessment

There will be two in-class exams (one midterm and one final exam for 20% each), homework assignments (30% total) which may include some programming, and a programming assignment (30%). There may also be ungraded homework assigned during the course. Familiarity with MATLAB will be useful during the course.

Collaboration policy

Students are encouraged to discuss homework and programming assignments. However, all homework submitted must be your own work and in your own words. No material in an exam can be discussed with other students while the exam is going on.

Notes