MATH/CS 514

MATH/CS 514 - Numerical Analysis
Tuesday,Thursday 9:30am - 10:45am, B203 Van Vleck

Instructor:

Name	Office	Phone	E-Mail	Office Hours
James Rossmanith	505 Van Vleck	262-3852	rossmani AT math DOT wisc DOT edu	T. & Th. 11:00am-12noon

Course description

Textbook

Syllabus

MATLAB Help

Python Help

Homework

Handouts

Course Description

This course will emphasize the development of numerical algorithms to provide solutions to common problems formulated in mathematics, science, and engineering. The primary objective of the course is to develop the basic understanding of the construction of numerical algorithms and the applicability and limits of their use. We will study the accuracy, efficiency, and stability that various methods provide. Homework will consist of paper & pencil analysis as well as computer programming.

Prerequisites:

Math 340 (Linear algebra) or equivalent
CS 302 (Intro to programming) or equivalent

Textbook

B. Bradie, A Friendly Introduction to Numerical Analysis, Prentice Hall, 2003.

Syllabus

Download syllabus: (PDF)

MATLAB Help

Download guide to MATLAB plotting [MSCC, University of Washington, 1996]: (PDF)
Download MATLAB tutorial: (PDF)
Go to the MATLAB Help Desk at the MathWorks site.
This allows you to search for a specific MATLAB function.

Python Help

SciPy main website: (http://www.scipy.org)
Download Python, NumPy, SciPy, Matplotlib, and IPython from Enthought: (http://enthought.com/products/epd.php)
NumPy and SciPy tutorial: (http://www.scipy.org/Tentative_NumPy_Tutorial)

Homework

Follow links in the table below to obtain a copy of the homework in Adobe Acrobat (PDF) format.

Homework Sets

Homework #1 (PDF, GaussElim.m, GaussElim.py)

Homework #2 (PDF)

Homework #3 (PDF)

Homework #4 (PDF, natural_spline.m, eval_spline.m, natural_spline.py, eval_spline.py)

Midterm Exam Solutions (PDF)

Homework #5 (PDF)

Homework #6 (PDF)

Homework #7 (PDF)

Handouts

Bisection and False Position example (JPG)
Fixed point iteration `cobweb' plots (JPG, M-File)
Newton's method for systems example (JPG, JPG)
Lagrange polynomial example (JPG)
Interpolation example (JPG, JPG, JPG, JPG)
Romberg example (JPG, JPG, JPG)
Adaptive integration example (JPG, JPG, M-File, M-File)
Numerical differentiation example (JPG, M-File)
Taylor's method example (JPG)
RK4 method example (JPG)