198:510 NUMERICAL ANALYSIS
INSTRUCTOR: Dinesh K. Pai, CoRE 309,
Computer Science Department, Rutgers University
Spring 2006, 3 credits
TA: Danny Kaufman (lastname at cs etc)
Lecture: Tuesday 6:40-9:30 PM in CoRE A (301)
Office Hours: Pai Tuesday 2-3pm, Kaufman Thursday 5-6pm.
Email if you plan to come to a specific office hour.
NEW:
Guidelines for studying for the final
exam. Good luck!
Note: you only need to read up to Section 8 of the Shewchuk
paper for CG. Read to understand the important concepts, not
agonizing details.
Links:
Assignments
Resources
Course Outline
This course provides a graduate level introduction to scientific
computing. The course will be fairly "hands on"; students will be
expected to do their assignments and experiment with almost everything
they learn in class using Matlab.
Topics covered include (roughly the first nine chapters of the text):
- Linear Equations
- Linear Least Squares
- Eigenvalue Problems
- Nonlinear Equations
- Optimization
- Interpolation
- Numerical Integration and Differentiation
- Initial Value Problems for Ordinary Differential Equations
Textbook:
The textbook for the course is "Scientific Computing: An Introductory Survey," Second Edition, by Michael T. Heath.
In addition, I recommend you obtain a copy of Numerical Computing with
MATLAB by Cleve Moler. The book is currently available online on
the author's website.
As a general reference for the relevant mathematics, I recommend (but
don't require) Strang's invaluable book Introduction to
Applied Mathematics.
Evaluation:
Half the grade will be based on one final exam and one midterm
exam. The rest is based on about 6 assignments, all of which will
involve some programming in Matlab.
The Course
Repository contains lecture slides, assignment material,
etc. Password protected. Remember that my lecture slides are sparse
and serve mainly as a reminder of topics covered in the lecture. You
are expected to take your own notes on what I wrote on the board.
Danny Kaufman has put together
a web
page
with helpful pointers for doing assignments, and assignment solutions.
Last year's TA web page (by Yi Jin) is here.
Last semester's course page (when it was taught by Prof. Richter) is
here.
Numerical
Recipes books are available free, online.
Matlab software from Moler's book is available here.
Example applets from Prof. Michael Heath are available here.
Midterm exam is going to be on March 28th, in class.
Lateness Policy: If the assignment is h hours late, then
your raw score will be multiplied by cos(asin(h/48)) for
the first 48 hours, and zero after that.
Dinesh K. Pai
Last modified: Mon Jan 17 21:18:22 Eastern Standard Time 2005