Math 441 - Introduction to Numerical Analysis

Fall 2019 - Matthias K. Gobbert

Detailed Schedule - Last Updated 11/05/19


This schedule is designed to give you an overview of the material to be covered and is tentative in nature. This is a living document and will be updated throughout the semester.
The section numbers refer to Kendall E. Atkinson, An Introduction to Numerical Analysis, second edition, Wiley, 1989.
The numbers #1, #2, etc. in the Class column indicate the due date of the homework with that number.
Class Date Main Topic Section(s)
1 Th 08/29 Overview
2, #1a Tu 09/03 Gaussian elimination: reduction in appended tableau 8.1
3 Th 09/05 Gaussian elimination: LU factorization 8.1
4, #1b Tu 09/10 Gaussian elimination and LU factorization in Matlab
5 Th 09/12 Taylor's theorem in one dimension 1.1
6 Tu 09/17 Taylor's theorem in higher dimensions 1.1
7, #2 Th 09/19 Taylor's theorem in higher dimensions 1.1
8 Tu 09/24 Interpolation: existence and uniqueness 3.1
9 Th 09/26 Interpolation: Newton divided differences, error theorem 3.2
10, #3 Tu 10/01 Interpolation: problems with equidistant nodes, Matlab 3.5
11 Th 10/03 Numerical differentiation: Taylor's theorem and methods 5.7
12 Tu 10/08 Numerical differentiation: errors and effect of round-off, Matlab 5.7
13, #4 Th 10/10 Numerical integration: Newton-Coates formulas, composite quadrature rules 5.1, 5.2
14 Tu 10/15 Numerical integration in Matlab
15 Th 10/17 Numerical integration: Gauss-Legendre quadrature 5.3
16, #5 Tu 10/22 Numerical integration: general Gaussian quadrature 5.3
17 Th 10/24 Rootfinding: bisection method 2.0-2.3
18 Tu 10/29 Review
19, #6 Th 10/31 Midterm Exam
20 Tu 11/05 Rootfinding: Newton's method in Matlab
21, #7 Th 11/07 Systems of non-linear equations: Newton's method 2.10-2.12
22 Tu 11/12 Systems of non-linear equations: Newton's method in practice
23, #8 Th 11/14 Numerical o.d.e.'s: problem and mathematical theory 6.1
24 Tu 11/19 Numerical o.d.e.'s: basic methods, local truncation error 6.2-6.5
25 Th 11/21 Numerical o.d.e.'s: method survey 6.8-6.10
26 Tu 11/26 Numerical o.d.e.'s: methods in Matlab
Th 11/28 Thanskgiving Holiday
27, #9 Tu 12/03 Computer numbers: IEEE-standard for floating-point numbers 1.2
28 Th 12/05 Computer numbers: IEEE-standard for floating-point numbers 1.2
29 Tu 12/10 Review
Tu 12/17 10:30-12:30 Final Exam Note the date and time!

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This page version 1.7, November 2019.