CS3113
- Numerical Methods
Fall
2003 |
 |
Course Objectives
To gain an appreciation for the study of algorithms required for solving
problems in continuous mathematics on a computer (ref: "The
Definition of Numerical Analysis" by Lloyd N. Trefethen, Department
of Computer Science, Cornell University, 1992, or go to Trefethen's
home page and scroll down to the Essays section).
Numerical Methods with MATLAB, by Gerald Recktenwald, Prentice
Hall, 2000.
There are a number of resources available at the textbook's website:
http://www.me.pdx.edu/~gerry/nmm/
Eric Aubanel
Office: GW-E108
Hours: When my door is open, or by appointment
E-mail: aubanel@unb.ca
MWF 11:30 - 12:20
Room: GWD 124
www.cs.unb.ca/profs/aubanel/cs3113
The lecture slides
provided by the textbook author will be used as a basis for the material
presented in class, but there will also be demonstrations and examples
worked on in class, for which no notes will be made available. Therefore
you are expected to attend lectures and take your own notes. There may
be several situations, such as the section on numerical differentiation
(which is not covered in the textbook) where separate notes will be provided.
I will be placing study guides online,
based on those provided by the textbook's author.
-
Primary: MATLAB 5.3 or higher is available on Novell on all ITS
computers in the open labs, and in the ITC Windows lab in ITD414. Or you
may want to own it yourself: the student version of MATLAB, which has all
the functionality you need, is available for sale at the University Bookstore.
-
Secondary: GNU Octave is a high-level language, primarily intended
for numerical computations. It is a free numerical analysis and visualization
environment that is mostly compatible with MATLAB so you can download it
onto to your home computer. Plotting is done using GNUPlot which is included
in the download. This software is provided only as a convenience for students
and is not supported by the Faculty. Students can work out their homework
using GNU Octave but are advised to produce the final versions using MATLAB
under Novell in the ITS open labs.
-
NMM toolbox: MATLAB routines discussed in the textbook make up this
toolbox. It is installed with MATLAB on Novell, so you will be able to
interactively execute all sample problems in the book, and apply/modify
them to some assignment problems. You can also download the toolbox yourself
from www.me.pdx.edu/~gerry/nmm/mfiles/.
Assignments |
20% |
|
Midterm 1 |
15% |
Oct 15 |
Midterm 2 |
15% |
Nov 14 |
Final Exam |
50% |
|
-
Assignments, including the programming, are vital in order to appreciate
many of the subtleties of the various numerical methods that you will study
this term. It is important that you do the assignments on your own, although
you may consult your peers or instructor for ideas when you are stuck.
Submitted work must be your own. Please refer to section IX (Academic Offences)
on page 49 of the 2003-2004 Undergraduate Calendar or online.
-
Students who disagree with their evaluation should resubmit their assignment
to the instructor with a written explanation of the issue and a proposed
remedy. Errors in addition should be reported directly to the instructor,
in person, after class or by arrangment. Late assignments will be assessed
for feedback, but no mark recorded, with the following exceptions:
-
medical grounds
-
compassionate grounds
-
prior arrangments have been made with the instructor's approval
-
You must obtain a mark of 50% or more on the final exam in order to score
higher than a 'D' in this course.
-
NO CALCULATORS will be allowed on the midterms OR the final
exam.
-
The midterms and the final exam will be CLOSED BOOK tests.
The following approximate schedule will help you plan your readings
from Recktenwald. Please note that this schedule is TENTATIVE!
Week |
Date |
Reading (Recktenwald) |
Topics (with # of lectures) |
1 |
Sep 8 - 12 |
Ch 1-4 |
-
Introduction (6):
-
Two Important Theorems from Calculus
-
MATLAB
|
2 |
Sep 15 - 19 |
Ch 5 |
-
Floating Point Numbers
-
Finite Precision Arithmetic
-
Truncation Error
|
3 |
Sep 22 - 26 |
Ch 6.1-6.4 |
-
Nonlinear Equations (6):
-
Fixed Point Iteration
-
Method of Bisection
-
Newton's Method
|
4 |
Sep 29 - Oct 3 |
Ch 6.5-6.7 |
-
Secant & Hybrid Methods
-
Roots of Polynomials
|
5 |
Oct 6 - 10 |
Ch 7, 8.1, 8.2 |
-
Systems of Equations (7):
-
Review of Linear Algebra
-
Gaussian Elimination
|
6 |
Oct 13 - 17
Thanksgiving: Oct 13
Midterm 1 - Oct 15 |
Ch 8.3 |
-
Ill-Conditioned Systems
-
Condition Numbers
|
7 |
Oct 20 - 24 |
Ch 8.4, 8.5 |
-
LU Decomposition
-
Cholesky Factorization
-
Nonlinear Systems of Equations
|
8 |
Oct 27 - 31 |
Ch 9 |
-
Least Squares Fitting (3):
-
Normal Equation
-
QR Factorization
|
9 |
Nov 3 - 7 |
Ch 10 |
-
Interpolation (3):
-
Lagrange Interpolation
-
Newton Divided Differences
-
Splines
|
10 |
Nov 10 - 14
Midterm 2 - Nov 14 |
Supplementary course notes |
-
Numerical Differentiation (2):
-
Differences
-
Richardson Extrapolation
|
11 |
Nov 17 - 21 |
Ch 11 |
-
Numerical Integration (3):
-
Rectangular & Trapezoidal Rules
-
Simpson's Rule
|
12 |
Nov 24 - Nov 28 |
Ch 12 |
-
Differential Equations (3 or so):
-
Euler's Method
-
Runge-Kutta Methods
|
13 |
Dec 1 - 3 |
|
|
|
Revised: September 2, 2003 by Eric
Aubanel