MA3513 -- Elementary
Numerical Methods
Topics:
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Floating point arithmetics.
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Nolinear equations.
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Polynomial and spline interpolations.
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Numerical integration.
- Fast Fourier Transform.
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Linear system of equations.
- QR factorization and least squares problem.
- Matrix eigenvalue problem.
- Runge-Kutta methods.
Reference books:
We do not have a textbook. Brief lecture notes will be
distributed in class.
You can also download the lecture notes
(which may be not updated) at the hyperlink below.
Some useful reference
books are:
-
Introduction to Scientific Computing, by C. F. Van Loan.
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Afternotes on Numerical Analysis, by G. W. Stewart.
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Fundamentals of Numerical Computing, by L.F. Shampine, R.C.
Allen and S. Pruess;
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Numerical Mathematics and Computing, by W. Cheney and D. Kincaid;
-
An Introduction to C++ and Numerical Methods, by J.M. Ortega
and A.S. Grimshaw.
-
Numerical analysis: mathematics of scientific computing, by
D. Kincaid and W. Cheney.
Requirements:
Your final grade will be calculated from the following components:
- Final Exam --- 70%,
- Mid-semester test on Oct. 29, 2009 --- 12%,
- Marked homework assignments and exercises in tutorial classes --- 18%.
Brief
lecture notes
updated on Oct. 8, 2009 (add new section 5.4).
Assignments:
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Assignment
No. 1 . Due date: Sept. 17, 2009.
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Assignment
No. 2 . Due date: Sept. 24, 2009.
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Assignment
No. 3 . Due date: Oct. 5, 2009.
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Assignment
No. 4 . Due date: Oct. 15, 2009.
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Assignment
No. 5 . Due date: Oct. 22, 2009.
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Assignment
No. 6 . Due date: Nov. 12, 2009.
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Assignment
No. 7 . Due date: Nov. 19, 2009.
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Assignment
No. 8 . Due date: Nov. 23, 2009.
Old exam papers:
Useful Links for MATLAB: