Numerical Analysis I
MTH 451-003
Schedule and Topics Covered
Date | Topic/Section | Assignments and Reading |
8/26 | Welcome, and Taylor Series | Read Syllabus |
8/28 | Convergence Rates: ``Big O", ``little o" | Read Sections 1.1 and 1.2 |
8/30 | Horner's Method and Roundoff Error | Read Book Section 2.1 Homework 1 Due Monday 9/9 |
9/2 | Holiday - no class | |
9/4 | Marc-32 Roundoff Errors | BRING YOUR LAPTOP FRIDAY! |
9/6 | Code Demo: TaylorExample.zip, TaylorExamp.txt | Read & Run Demo Code (MATLAB in particular!) |
9/9 | Conditioning and Loss of Significance HW 1 DUE IN CLASS | Read Sections 2.2 and 2.3 Homework 2 Due Monday 9/16 MATLAB Scripts: HW2scripts.zip |
9/11 | Bisection Method & its Convergence | Read Section 3.1 |
9/13 | Newton's Method & its Convergence | Read Section 3.2 |
9/16 | Secant Method & its Convergence HW 2 DUE IN CLASS | Read Section 3.3 Homework 3 Due Monday 9/23 |
9/18 | Fixed Points and Contractive Maps | Read Section 3.4 |
9/20 | Polynomial Interpolation | Read Section 6.1 |
9/23 | Newton and Lagrange Forms HW 3 DUE IN CLASS | Read Section 6.2 Homework 4 Due Monday 9/30 |
9/25 | Divided Differences | |
9/27 | Hermite Interpolation | Read Section 6.3 |
9/30 | Spline Interpolation HW 4 DUE IN CLASS | Read Section 6.4 Homework 5 Due Monday 10/7 |
10/2 | Cubic Splines | |
10/4 | Review of Complex Numbers | Read Section 6.12 |
10/7 | Trigonometric/Exponential Polynomial Interpolation HW 5 DUE IN CLASS | Homework 6 Due Monday 10/14 |
10/9 | DFT Matrices and Trigonometric Interpolation | |
10/11 | Fourier Series | Read Section 6.13 |
10/14 | The Fast Fourier Transform HW 6 DUE IN CLASS | Homework 7 Due Monday 10/28 Example Code: Direct DFT in C, Recursive FFT in C |
10/16 | Midterm Review | |
10/18 | MIDTERM EXAM | |
10/21 | Fall Break | |
10/23 | Richardson Extrapolation | Read Section 7.1 |
10/25 | Numerical Integration | Read Section 7.2 |
10/28 | Integrating Polynomial Interpolants HW 7 DUE IN CLASS | Homework 8 Due Monday 11/4 |
10/30 | Gaussian Quadrature | Read Section 7.3 |
11/1 | Gaussian Quadrature with Weights | |
11/4 | Initial Value Problems HW 8 DUE IN CLASS | Homework 9 Due Monday 11/11 |
11/6 | The Taylor Series Method | Read Sections 8.1 and 8.2 |
11/8 | Runge-Kutta Methods | Read Section 8.3 |
11/11 | Systems and Higher-Order ODEs HW 9 DUE IN CLASS | Read Section 8.6 Homework 10 Due Monday 11/18 |
11/13 | BVPs and Shooting Methods | Read Sections 8.7 and 8.8 |
11/15 | PDEs and Fourier Series | Read Section 9.9 |
11/18 | Linear Programming Problems HW 10 DUE IN CLASS | Read Section 10.1 Homework 11 Due Monday 12/2 |
11/20 | Convex Sets | Read Section 10.2 |
11/22 | LP Standard Form | Read Section 10.3 |
11/25 | ASYNCHRONOUS LECTURE The Simplex Algorithm | Read Section 10.4 |
11/27 | ASYNCHRONOUS LECTURE Simplex Algorithm Example | |
11/29 | Holiday break - no class | |
12/2 | Dual Problems HW 11 DUE IN CLASS | |
12/4 | Some Supporting Theory for the Simplex Algorithm | |
12/6 | Final Review | |
12/10 | FINAL EXAM | 12:45 pm -- 2:45 pm in WH A336 |