Numerical Methods

Instructor

• Reza Pulungan

Schedule

• Lectures
  • Wednesdays: 09:00-10:50, at U2.01
• Exams
  • Mid-term:
  • Final:

Objectives

Syllabus

Textbooks

• J. H. Mathews, and K. D. Fink. Numerical Methods Using MATLAB (3rd Ed.). Prentice Hall, 1999.
• J. L. Buchanan, and P. R. Turner. Numerical Method and Analysis. McGraw-Hill, 1992.
• D. Goldberg. What every computer scientist should know about floating-point arithmetic. ACM Computing Surveys (CSUR), vol. 23, issue 1, pp. 5-48, March 1991. (Make sure to read this before the first lecture.)

Grading

• Exercises: 20%
• Mid-term exam: 40%
• Final exam: 40%

Lectures

Lecture 0 (February 24, 2010)

• Introduction

Lecture 1 (March 3, 2010)

• Floating-point, Propagation of Errors and Taylor Series Revisited

Lecture 2 (March 10, 2010)

• Differential Approximation: Forward, Backward and Central Divided Difference Approximations

Lecture 3 (March 17, 2010)

• Differential Approximation and Solutions of Non-Linear Equations

Lecture 4 (March 24, 2010)

• Solution of Non-Linear Equation
• Exercise 1 (due March 31, 2010)

Lecture 5 (March 31, 2010)

• Solution of a System of Linear Equations

Lecture 6 (April 7, 2010)

• Solution of a System of Linear Equations
• Exercise 2

Lecture 7 (April 28, 2010)

• Interpolation

Lecture 8 (May 5, 2010)

• Interpolation

Lecture 9 (May 19, 2010)

• Regression

Lecture 10 (May 26, 2010)

• Integral

Lecture 11 (June 2, 2010)

• Integral

Lecture 12 (June 9, 2010)

• Ordinary Differential Equations
• Exercise 3