a logo for the course

Numerical Analysis

David Gleich

Purdue University

Spring 2016

Course number CS-51400, MATH-51400

Tuesday and Thursday, noon-1:15pm

Location Lawson B155


Course schedule

The overall course roughly follows the first 5 chapters in the textbook.

Walter Gautschi, Numerical Analysis 2nd Edition. Birkhauser/Springer, 2012 http://dx.doi.org/10.1007/978-0-8176-8259-0

A tentative list of lectures and readings follows.
Please see the readings page for an up to date list of course materials.

  1. January 12 - Class intro and syllabus discussion
  2. January 14 - Machine arithmetic and Julia intro
  3. January 19 - Conditioning
  4. January 21 - Forward and Backward Errors
  5. January 26 - Computer representations of functions and chebfun/approxfun
  6. January 28 - Least squares approximation
  7. February 2 - Orthogonal polynomials
  8. February 4 - Polynomial interpolation - Lagrange, errors
  9. February 9 - Polynomial approximation - Chebyshev
  10. February 11 - Polynomial approximation - Chebyshev
  11. February 16 - Multivariate interpolation
  12. February 18 - Spline interpolation
  13. February 23 - Numerical differentiation
  14. February 25 - Numerical integration - simple rules
  15. March 1 - Numerical integration - Gaussian quadration
  16. March 3 - Numerical integration - linear functional
  17. March 8 - Numerical integration - extrapolation and review
  18. March 10 - Midterm
    March 15 Spring break
    March 17 Spring break
  19. March 22 - Nonlinear equations intro and examples
  20. March 24 - Scalar methods - bisection, false position
  21. March 29 - Scalar methods - Newton's method
  22. March 31 - Systems of equations - fixed point iteration and Newtons' method
  23. April 5 - Initial value problems and types of differential equation
  24. April 7 - Existence and uniqueness and one-step methods
  25. April 12 - Runge-Kutta methods
  26. April 14 - Stability, consistency, convergence, and error
  27. April 19 - Padé approximation
  28. April 21 - Two point boundary value problems
  29. April 26 - Extra class
  30. April 28 - Review

A rough reading guide would be: