Math850 (Fall 2015)

Math850 - Numerical Analysis I

Fall, 2015

Professor: Jianliang Qian

Office

Phone

Email

Lectures: MWF 15:00-15:50
Location: A122 WH
Office Hours: MW4pm-5pm, F1-2pm, and by appointment
Teaching Assistant: Chao Song
Course Website: http://www.math.msu.edu/~qian/850.15f/index850.html

Description and Contents
Numerical Analysis I is mainly about numerical linear algebra which is the foundation for computational mathematics and scientific computing. The following topics are intended to be covered (tentatively):

Triangulation and Schur complement;
Least squares and linear systems;
Eigenvalue problems;
Iterative methods.

Required Textbook

James Demmel, Applied Numerical Linear Algebra, SIAM, 1997.

Recommended Textbook

G. Golub and C. Van Loan, Matrix Computation, Johns Hopkins U. Press, 1996.

Homework and Projects

This will be a computationally intensive course, including programming and written assignments.
The computational problems will utilize MATLAB, but other languages (Fortran, C, C++, etc) are acceptable as well.
Homework due in class. No late homework accepted.

Exams

Final Exam/Final Project: TBA.

Grading based on

Class participation (10%), assignments (50%), Final Exam/Project (40%).
4.0: 90% - 100%; 3.5: 80% - 89%; 3.0: 70% - 79%; 2.5: 60% - 69%; 2.0: less than 60%.

Assignment

Sept. 16, 2015

Sept. 25, 2015

Oct. 2, 2015

Oct. 9, 2015

Oct. 16, 2015