Department of Mathematics

Numerical Analysis I
MTH 451-003

Schedule and Topics Covered

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