Topics:

• Floating point arithmetics.
• Nolinear equations.
• Polynomial and spline interpolations.
• Numerical integration.
• Fast Fourier Transform.
• 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.
• Afternotes on Numerical Analysis, by G. W. Stewart.
• Fundamentals of Numerical Computing, by L.F. Shampine, R.C. Allen and S. Pruess;
• 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:

• Assignment No. 1 . Due date: Sept. 17, 2009.
• Assignment No. 2 . Due date: Sept. 24, 2009.
• Assignment No. 3 . Due date: Oct. 5, 2009.
• Assignment No. 4 . Due date: Oct. 15, 2009.
• Assignment No. 5 . Due date: Oct. 22, 2009.
• Assignment No. 6 . Due date: Nov. 12, 2009.

   Old exam papers:

• Exam paper in December 2008 and the solution.
• Exam paper in December 2006.
• Exam paper in December 2005.
• Exam paper in December 2004 and the solution.
• Exam paper in December 2003 and the solution.

   Useful Links for MATLAB:

Matlab is an excellent software environment for scientific computing. It is a product of The Mathworks.
For a tutorial, see A Free Matlab Online Tutorial or Another Tuturial . Here is an outdated Matlab Primer (3rd edition).