Course information
Semester I
Time and Place |
Sunday |
14:00-14:45 |
Sprintzak 201 (class) |
|---|---|---|---|
Sunday |
15:00-15:45 |
Sprintzak 201 (exer.) |
|
Thursday |
14:00-15:45 |
Sprintzak 102 (class) |
|
Sunday |
16:00-16:45 |
class / Ross 76 (office hour) |
Teacher: Raanan Fattal 
Syllabus (tentative)
| Topic | Description | |
| Interpolation | Polynomial, Spline, Least-Squares, Regular Grid, Scattered Data Interpolations. Error of Polynomial Interpolation. | |
| Integration | Newton-Cotes, Integration Error, Monte Carlo Integration and Rejection Sampling. | |
| Nonlinear Systems | Bisection, Secant, and Newton Methods. | |
| Linear Systems | LU and Cholesky decomp., Iterative Solvers, Conjugate Gradients, Preconditioning, QR. | |
| Eigendecompositions | (Inv.) Power Method, Jacobi Iteration, Hessenberg Form. | |
| Optimization | Analytical Optimization and Simulated Annealing. | |
| Ordinary Differential Eqns. | Euler method, Runge-Kutta, Midpoint and Single Step Methods. | |
References
-
Numerical Recipes: The Art of Scientific Computing by William H. Press, Saul A. Teukolsky, William T. Vetterling, and Brian P. Flannery [pdf]
-
Numerical Analysis: Mathematics of Scientific Computing by David R. Kincaid and E. Ward Cheney
-
Analysis of Numerical Methods by Eugene Isaacson
-
Introduction to Conjugate Gradient, Jonathan Shewchuk, [pdf]
-
Iterative methods for sparse linear systems, Yousef Saad, [pdf]
-
Numerical Methods for Large Eigenvalue Problems, Yousef Saad [pdf]
-
Introduction to Numerical Analysis: Second Edition, Dover Books, by F. B. Hildebrand
Course notes by Dina Zeliger can be found here:
MATLAB Tutorials: here, here, and here, example file here
Course Assignments
Topic |
File |
Date due |
|---|---|---|
| Lin. Alg & Calc. | 29/10 |
|
Interpolation |
15/11 |
|
Integration |
26/11 |
|
Systems |
11/12 |
|
Eigendecomp |
18/1/10 |
|
ODE Solvers |
