APPM 5600

Numerical Analysis I

Schedule: Fall 2005

EC CR 151, MWF  10:00-10:50


 

Instructor: Keith Julien                                    Grader: TBA
Office: EC OT 321                                           Office: TBA
Hours: MW11:00 - 12:30                                 Hours: TBA               
Email: <julien@colorado.edu>                         Email: TBA
Phone:  (303) 492 - 5753                                  Phone: TBA      

Below is a tentative schedule for the course. Adjustments will be made to accomodate the needs of the class.

Last Updated on 8/19/2005.
Date
Topics
Remarks
Week 1
Interpolation
Chapter 3 Homework:
M: Aug. 22 Introduction  
W: Aug. 24 Polynomial Interpolation 3.1
F: Aug. 26 Error Formulas 3.1, 3.2
Week 2


M: Aug. 29 Divided Differences 3.2
W: Aug. 31 Finite Difference Formulas
3.3, 3.4
F: Sept. 2
Hermite Interpolation
Programming Assignment 1: Interpolation
3.6

Week 3



M: Sept. 5
No Class
Labor Day

W: Sept. 7 Piecewise Polynomial Interpolation 3.7
F: Sept. 9 Splines 3.7

Week 4


M: Sept. 12 Trig Interpolation 3.8
 
Nonlinear Equations
Chapter 2 Homework:
W: Sept. 14 Bisection, Newton's Method 2.1, 2.2 
F: Sept. 16 Secant Method 2.3
Due: Chapter 3 Homework: Solutions

Week 5


M: Sept. 19 Regular Falsi, Muller's Method, Stephenson's Method 2.4
W: Sept. 21 One Point Iteration 2.5
F: Sept. 23 High-order One Point Methods 2.5
Due: Programming Assignment 1: Solution

Week 6


M: Sept. 26 Aitken Extrapolation  
W: Sept. 28 Systems of Nonlinear Equations 2.10
M: Sept. 30
Systems of Nonlinear Equations
2.11
Due: Chapter 2 Homework: Solutions
Week 7

M: Oct. 3 Test 1: Solutions: *.pdf Chapters 2 & 3
 
Approximation
Chapter 4 Homework:
W: Oct. 5 Approximation Problem, Weierstrass Theorem 4.1, 4.2
M: Oct. 7 Least Squares Approximation  4.3
Week 8


W: Oct. 10 Least Squares Approximation, Orthogonal Polymonials 4.4, 4.5
F: Oct. 12 Orthogonal Polynomials, Minimax Approximation
Programming Assignment 2:  Approximation
4.6
F: Oct. 14
No Class
Fall Break

Week 9


M: Oct. 17 More Minimax Approximation 4.7
 
Numerical Quadrature
Chapter 5 Homework:
W: Oct. 19 Trapazoidal Rule, Simpson's Rule 5.1
F: Oct. 21 Newton-Cotes Formulas 5.1

Week 10


M: Oct. 24 Gaussian Quadrature 5.2
W: Oct. 26 Asymptotic Error Formulas 5.3
Due: Chapter 4 Homework: Solutions
F: Oct. 28 Adaptive Quadrature
Programming Assignment 3: Quadrature
5.4
Week 11

 
Linear Algebra
Chapter 7 Homework:
M: Oct. 31 Vector Spaces, Matrices and Linear Operators 7.1
Due: Programming Assignment 2: Solutions
W: Nov. 2 Linear Systems 7.1
F: Nov. 4 Test 2 -> Nov 11 : Solutions *.pdf Chapters 4&5
Week 12


M: Nov. 7 Canonical Forms 7.3
W: Nov. 9 More Canonical Forms 7.4
Due: Chapter 5 Homework: Solutions
 
Linear Systems
Chapter 8 Homework:
F: Nov. 11 Gaussian Elimination 8.1

Week 13


M: Nov. 14 Gaussian Elimination Continued
8.1
W: Nov. 16 Pivoting and Scaling
8.2
F: Nov. 18 Special Matrices
Programming Assignment 4:  Gauss Elimination
Week 14


M: Nov 21 Error Analysis, Residual Correction
8.4, 8.5
W: Nov. 23 Iterative methods: Jacobi, Gauss/Seidel, SOR
8.6, 8.7
Due: Programming Assignment 3: Solutions
F: Nov 25 No Class Thanksgiving
Week 15


M: Nov. 28 Conjugate Grandient Method
8.9
W: Nov. 30 Nonsquare Systems: Given's Rotations
Householder Reflections
9.3 Supplemental Text: Golub and Van Loan, Chapter 5
F: Dec. 2 QR-Factorization
9.3
Due: Programming Assignment 4
Week 16


M: Dec. 5 QR-Factorization
9.3
Due: Chapter 7 & 8 Homework: Solutions
T: Dec. 13 Final Exam: 10.30am-1.00PM Solutions







By Keith Julien
Email: julien@colorado.edu