CS3331 Numerical Methods

Classes: 13:10-14:00, Tuesday and 13:10-15:00, Friday at EECS 131 (Fall 2008)

Textbooks: Laurene V. Fausett, Applied Numerical Analysis Using Matlab, Second Edition, Pearson International Edition, Pearson Prentice Hall

References:

  1. Matrix Computations by Gene H. Golub and Charles F. Van Loan.
  2. Applied Numerical Linear Algebra by James W. Demmel.
  3. Afternotes on Numerical Analysis by G. W. Stewart.
  4. Numerical Computing with MATLAB by Cleve Moler. (online version)

Instructor: Cherung Lee

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Announcements:

1/13
Please check your final grade via the Grade lookup system. If you have any questions about your grade, ask before 1/20.
1/11
Grade enhancer assignment is posted here. Due date is Jan 20 2009.

Prerequisites: Caculus, C/C++, Linear Algebra

Contents:

  1. Foundations (pdf)
  2. Functions of one variable (pdf)
    Muller's method
  3. Linear systems (pdf)
    Introduction to BLAS/LAPACK
    Quadratic equation and matrix
    A short explanation of the condition number estimator.
  4. QR decomposition (pdf)
    A Matlab/Octave example
    Geometry interpretations of matrix transformations.
    A numerical example.
  5. Eigenvalues and eigenvectors (pdf)
    A recent talk
  6. Iterative methods for solving linear systems (pdf)
  7. Interpolation (pdf)
  8. Approximation (pdf)
    An example of gradient vector field
  9. Fourier methods (pdf)
    Using trigonometric functions in interpolation and approximation.
    Solution of homework 9
  10. Numerical differentiation and integration (pdf)

External links:

Grading: Grade lookup system