Numerical Analysis (I), Fall 2020.
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 201, T5F56. Recitation: T6
First meeting: September 12, 2017
Grading:
Homework assignment for both paper-and-pen and programming will be distributed
weekly to bi-weekly.
The final grade is 40% quiz (pick 4 from 5) + 20% midterm I
+ 20% midterm II + 20% final exam.
Textbook and References:
Textbook: R.L. Burden, J. D. Faires and A. M. Burden:
Numerical Analysis, 10th edition.
Class TA:
- Mr. Chun-Chieh Lin. Office: General III Building, room 738.
Email: jack5656561@gmail.com, Phone: ext 33125. Office hours: Wn
- Mr. Bo-Lin Chen. Office: General III Building, room 644.
Email: bobochen@gmail.com. Phone: ext 33128. Office hours: Rn.
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
- Iterative Techniques in Matrix Algebra
Syllabus:
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
Sample codes, slides and study guides:
-
200915: Introducton to matlab (updated)
-
200918: Generalized Fibonacci (matlab)
-
200922: Generalized Fibonacci revisited and basic programming review
-
201103: Standard and meomory saving Neville's algorithm
-
slides for Chap 01, V01
-
slides for Chap 02, V02 (updated)
-
slides for Chap 10, V01
-
blackboard note on Tue, Oct 20
-
blackboard note on Fri, Oct 30 (algorithm for Lagrange interpolation)
-
blackboard note on Tue, Nov 03 (derivation of MATLAB fix for Neville's algorithm)
- Blackboard note on Nov 13:
Derivation_of_several_finite_difference_formulae
and
Finite_difference_error_bound_in_terms_of_machine_epsilon.pdf
-
Error identities for Simpson's method and 4th order finite centered difference approximation of f'(x) (V02, updated)
- Blackboard note on Nov 24:
Relation_between_order_of_precision_and_error_identity_for_quadrature_rules.pdf
-
slides for Chap 03, V02 (page 25 corrected)
-
slides for Chap 04, V02 (Correction on page 48)
-
Section 4.9, Improper integrals
- Blackboard note on Dec 04:
Supplements to improper integrals
-
slides for Chap 06, V01
-
slides for Chap 07, V02 (page 25 and 29 corrected)
- Blackboard note on Jan 05:
Discrete_Least_Square_Problems.pdf
-
Quiz 02 materials.
-
Study guide for Chapter 01.
-
Study guide for Chapter 02 and Chap 10.
-
Study guide for Chapter 03.
-
Study guide for Chapter 04.
-
Study guide for Chapter 06.
-
Study guide for Chapter 07 and chap 08.
Homework assignment, homework and exam solutions: