Numerical Analysis (I)

Numerical Analysis (I), Fall 2010.

An undergraduate course in Mathematics at the Department of Mathematics, National Tsing Hua University.

Instructor: Professor Wei-Cheng Wang,

Class meeting: General III Building, room 203, T56F5. First meeting: September 14, 2010

Grading: Homework assignment for both paper-and-pen and programming will be distributed weekly to bi-weekly. The final grade is 40% (homework+quiz, mostly on quiz) + 20% midterm I + 20% midterm II + 20% final exam.

Class attendance is required. Attendance will be taken occasionally. If you must miss class, you must email me in advance with some kind of explanation.

Textbook and References: Textbook: R.L. Burden, and J. D. Faires: Numerical Analysis, 8th edition. Here are the sample codes of the textbook.

Class TA: Mr. Sheng-Yao Lin (Office: 212, ext 33066)

Course description:

Mathematical Preliminaries and Error Analysis
Solutions of Equations in One Variable
Interpolation and Polynomial Approximation
Numerical Differentiation and Integration
Direct Methods for Solving Linear Systems

Syllabus 2010/10/16 (older). 2010/11/20 (old). updated 2010/12/06.

Matlab Information

Matlab is an excellent environment for experimentation in scientific computing. It is not the most efficient environment for large-scale simulations, although with some effort, Matlab can be used in conjunction with C and Fortran routines. Matlab is a product of The Mathworks. For a tutorial, see A Free Matlab Online Tutorial or Another Tutorial
You can start from our class note on matlab before reading these materials.

Supplement Materials:

Here is an excellent note on IEEE arithmetic by Professor Michael Overton as a supplement reading material for Chap 1.

Lecture slides and homework assignments:

Slides: Chap 01 slides. Chap 02 slides. Chap 03 slides. Chap 04 slides. Chap 06 slides.

Homework for week 01: homework 01.

Homework for week 02: homework 02.

Homework for week 04: homework 04.

Homework for week 05: homework 05.

Homework for week 06: homework 06.

Homework for week 07: homework 07.

Homework for week 08: homework 08. Sample file to evaluate Lagrange polynomial via computed Newton's divided differences.

Homework for week 09: homework 09.

Homework for week 10: Sample file to open multiple windows for plotting. homework 10.

Homework for week 11: homework 11.

Homework for week 12: homework 12.

Homework for week 13: homework 13.

Homework for week 14: homework 14.

Homework for week 15: homework 15 (updated).

Homework for week 16: homework 16 (corrected).

Homework for week 17: homework 17.