Text

Uri Ascher and Chen Greif, A First Course in Numerical Methods , SIAM, 2011.
This is an introductory textbook on numerical methods.
There is a copy of this book in the reading room, on the reserved course material shelf. Check also
errata
and
supplementary material including matlab programs

Lecture ``slides''

• 1. Numerical algorithms
• 2. Roundoff errors
• 3. Nonlinear equations
• 4. Linear algebra background
• 5. Linear systems: direct methods
• 6. Linear least squares methods
• 7. Linear systems: iterative methods
• 9. Continuous Optimizartion
• 10. Polynomial interpolation
• 11. Piecewise polynomial interpolation
• 13. Fourier transform
• 14. Numerical differentiation
• 16. Differential equations
• Recap

Assignments

• Assignment 1: due Sept. 26
• Assignment 1: solution
• Assignment 2: due Thu Oct. 10
• Assignment 2: solution
• Assignment 3: due Thu Oct. 31
• Assignment 3: solution
• Assignment 4: due Thu Nov. 21
• Assignment 4: solution

• Do not print out numbers with very long fractions unless specifically asked to do so. For accuracy checking, print errors, not solution and approximate solution values. To display data or solution tendencies etc. use plots, not long lists of numbers.
• The Matlab commad diary may come in handy when preparing an assignment: type help diary .
• When submitting programs, use separate files for separate Matlab functions, then zip them into one file and name it with your name. Do not submit a file named assn1.zip. In the zipped file include also a README file with your name and student number.

Midterm

• Thursday, October 17

  Midterm solution

• Your marked Assigment 2 is available in the box outside Uri's office since Wednesday, Oct. 16, 1pm.

Final

• Friday December 6, 12:00-2:30 pm

  Here is a practice exam

Web resources:

• You can access various on-line guides to MATLAB: see for instance Ian Mitchell's and Kevin Murphy's helpers.