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Numerical Methods

David Gleich

Purdue University

Fall 2016

Course number CS-31400

Monday, Wednesday, Friday, 9:30-10:20am

Location Haas G066

Numerical analysis


The optional extra credit homework is due Thursday 2016-12-15 by 3pm.
Please complete the Homework 6 by 5pm on 2016-11-22
Please complete the Homework 5 by 5pm on 2016-11-07
Please complete the Homework 4 by Midnight on 2016-10-14
Please complete the Homework 3 by Midnight on 2016-09-30
Please complete the Homework 2 by 5pm on 2016-09-16
Please complete the Homework 1 by class on 2016-09-02
Please complete the intro survey by class on 2016-08-27


Numerical methods is a class that will introduce you to one of the ways that computers were first used: to solve problems and equations arising from mathematics and physics. It will also feature modern topics such as web-ranking algorithms and how they are all tied together via a set of numerical computing primitives. This class will study how to make useful and meaningful approximations of numbers that would take infinite computer memory to represent exactly, and how to do these things quickly. We'll cover these topics in three units

Unit 1: Mathematical modeling, numerical programming, Monte Carlo, and floating point

Unit 2: Matrix methods

Unit 3: Applied mathematics


Homeworks will be due on Blackboard and we'll have class discussions on Piazza


See the course catalog for the latest prerequisites.

Books and reading materials

The following textbook is required:

Numerical Methods: Design, Analysis, and Computer Implementation of Algorithms Anne Greenbaum and Timothy P. Chartier 2012, Princeton Press, ISBN:9780691151229 Amazon link


This class is a lecture class. Students are expected to attend lectures, and there will be regular homeworks, three midterm exams, and five quizzes.