MATH 515: Numerical Analysis I

  • MATH 515. Numerical Analysis I

    Content: Course will cover fundamental parts of numerical linear algebra including matrix factorizations, solution of linear systems and least-squares problems, and the calculation of eigenvalues and eigenvectors. Issues pertaining to conditioning and numerical stability will be thoroughly analyzed. We will also point out and use links to other mathematical and computer science disciplines such as mathematical modelling, computer architectures and parallel computing. Particulars: Excellent background in linear algebra is assumed. Some knowledge of computer architectures, programming and elementary numerical analysis is highly desirable.

    Textbook and other reading material:

    A. Bjorck, Numerical Methods in Matrix Computations. Texts in Applied Mathematics 59, Springer, 2015.

    Also recommended:

    G. H. Golub and C. F. Van Loan, Matrix Computations, 4th Edition. Johns Hopkins University Press, 2013.

    Getting started with Matlab. This is a brief tutorial written by Prof. James Nagy. It is part of his textbook with Ian Gladwell and Warren Ferguson, which you can buy here.

  • Assignment for first week of class: read Trefethen's essay on Numerical Analysis (from "The Princeton's Companion of Mathematics", 2008).

  • Homework Project #1: Click here.

  • Homework Project #2: Click here.

  • Homework Project #3: Click here.

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    Last updated December 5, 2017.