Prof. Tim Davis, P.O. Box 116120 University of Florida Gainesville, FL 32611-6120 phone (352) 392-1481, fax (352) 392-1220 email: my last name at cise.ufl.edu or DrTimothyAldenDavis at gmail.com

COT 4501: Numerical Analysis, a Computational Approach, Fall 2009

• Announcements

  • Homework 10 is posted.
  • The midterm solution is posted below.

• Resources

  • Lecture notes
  • Midterm solution
  • E-Learning web site for the class for HW submission.
  • HW and quiz averages
  • Midterm coverage
  • Sample exams

• Homework

  • Homework 10. Due Thursday, Dec 3
  • Homework 9. Due Thursday, Nov 19
  • Homework 8. Due Thursday, Nov 12
  • Homework 7. Due Thursday, Nov 5
  • Homework 6. Due Thursday, Oct 29
  • Homework 5. Due Thursday, Oct 8
  • Homework 4. Due Thursday, Oct 1
  • Homework 3. Due Thursday, Sept 24.
  • Homework 2. Due Thursday, Sept 17.
  • Lecture notes
  • M-files used in lecture
  • Homework 1. Due Thursday, Sept 10.

• Useful MATLAB links

  • Don't let that INV go past your eyes, to solve that system, FACTORIZE!
  • GEE, it's simple! Gaussian elimination with partial pivoting.
  • Cleve's Corner: Floating points

• E-Learning web site for the class

• Class time:

  • Tues 5th-6th periods (11:45am to 1:40pm) and Thurs 6th period (12:50pm to 1:40pm), in CSE E222.
  • Final exam: 10:00am to 12 noon, Friday, Dec. 18, in CSE E222.

• Textbook and other resources:

  • Scientific Computing: An Introductory Survey, by Michael Heath (required). The book is on reserve in the Marston Science Library.
  • MATLAB Primer, 7th edition, by Tim Davis and Kermit Sigmon (optional). Note that the bookstore says that it's required. That was selected by the original instructor for the course (I was assigned this course on Aug 20, 2009, to accomodate a change requested by the department). The book is on reserve in the Marston Science Library.
  • Numerical Computing with MATLAB, by Cleve Moler (a useful and free on-line reference, not required - just suggested if you want to read more about MATLAB for numerical methods)

• Syllabus:

  You're reading it.

• Class pictures:

  I will take pictures of each student in the class so that I and the TA can get to know you. Only the TA and myself will have access to the photos. Since we will have your picture, please do not put your UF ID on any paper or assignment - I shouldn't need it.

• Laptops in class:

  Please do not use laptops in class, unless you have my permission. They are distracting, to both the instructor and your fellow students. Also do not read The Alligator (etc) in class...

• Office hours:

  My office hours are just after class, until at least 3:30pm (or later if there's still a line out my door), in CSE E338.

• TAs:

  Note that due to recent budget cutbacks, there is no phone in CSE E309. When you email the TA's, please add "COT 4501:" to the subject line.
  • Manu Sethi, email msethi AT cise.ufl.edu. Office hours: Monday 2:55-3:55pm and Wednesday 2-3:55pm and 5-6pm, in CSE E309. Note the change in Manu's hours
  • Yifan Wang, email yifan AT cise.ufl.edu. Office hours: Tuesday 3:30-5:30pm, and Wednesday 11am to 1pm.

• Resources:

  • McGraw-Hill website for the textbook (Heath)
  • Heath's website for the textbook
  • Cleve Moler's books

• Grading:

  • Midterm: Tuesday, Oct 13, in class (2 hours), 30%.
  • Final: Friday, Dec. 18, in CSE E222, 30%
  • Quizzes: 10 "weekly" quizes, about 10 minutes each, 1% each, on the date that HW's are due.
  • Homework: 10 homework assignments, 3% each. Click here for HW policies

    Topics covered (subject to modification):

    • Chapter 1: Scientific Computing
      • 1.1 Introduction
      • 1.2 Approximations in Scientific Computation
      • 1.3 Computer Arithmetic
      • 1.4 Mathematical Software
      • 1.5 Historical Notes and Further Reading
    • Chapter 2: Systems of Linear Equations
      • 2.1 Linear Systems
      • 2.2 Existence and Uniqueness
      • 2.3 Sensitivity and Conditioning
      • 2.4 Solving Linear Systems
      • 2.5 Special Types of Linear Systems
      • 2.6 Iterative Methods for Linear Systems
      • 2.7 Software for Linear Systems
      • 2.8 Historical Notes and Further Reading
    • Chapter 3: Linear Least Squares
      • 3.1 Linear Least Squares Problems
      • 3.2 Existence and Uniqueness
      • 3.3 Sensitivity and Conditioning
      • 3.4 Problem Transformations
      • 3.5 Orthogonalization Methods
      • 3.6 Singular Value Decomposition
      • 3.7 Comparison of Methods
      • 3.8 Software for Linear Least Squares
      • 3.9 Historical Notes and Further Reading
    • Chapter 4: Eigenvalue Problems
      • 4.1 Eigenvalues and Eigenvectors
      • 4.2 Existence and Uniqueness (covered lightly)
      • 4.3 Sensitivity and Conditioning
      • 4.5 Computing Eigenvalues and Eigenvectors (covered lightly)
      • 4.6 Generalized Eigenvalue Problems (skip)
      • 4.7 Computing the Singular Value Decomposition (skip)
      • 4.8 Software for Eigenvalue Problems (skip)
      • 4.9 Historical Notes and Further Reading
    • Chapter 5: Nonlinear Equations
      • 5.1 Nonlinear Equations
      • 5.2 Existence and Uniqueness
      • 5.3 Sensitivity and Conditioning
      • 5.4 Convergence Rates and Stopping Criteria
      • 5.5 Nonlinear Equations in One Dimension
      • 5.6 Systems of Nonlinear Equations
      • 5.7 Software for Nonlinear Equations (skip)
      • 5.8 Historical Notes and Further Reading
    • Chapter 6: Optimization
      • 6.1 Optimization Problems
      • 6.2 Existence and Uniqueness
      • 6.3 Sensitivity and Conditioning
      • 6.4 Optimization in One Dimension
      • 6.5 Multidimensional Unconstrained Optimization (skip)
      • 6.6 Nonlinear Least Squares (skip)
      • 6.7 Constrained Optimization (skip)
      • 6.8 Software for Optimization (skip)
      • 6.9 Historical Notes and Further Reading
    • Chapter 7: Interpolation
      • 7.1 Interpolation
      • 7.2 Existence, Uniqueness, and Conditioning
      • 7.3 Polynomial Interpolation
      • 7.4 Piecewise Polynomial Interpolation
      • 7.5 Software for Interpolation (skip)
      • 7.6 Historical Notes and Further Reading
    • Chapter 8: Numerical Integration and Differentiation
      • 8.1 Integration
      • 8.2 Existence, Uniqueness, and Conditioning
      • 8.3 Numerical Quadrature (partial coverage)
      • 8.4 Other Integration Problems (skip)
      • 8.5 Integral Equations
      • 8.6 Numerical Differentiation
      • 8.7 Richardson Extrapolation (skip)
      • 8.8 Software for Numerical Integration and Differentiation (skip)
      • 8.9 Historical Notes and Further Reading
    • Chapter 9: Initial Value Problems for Ordinary Differential Equations
      • 9.1 Ordinary Differential Equations
      • 9.2 Existence, Uniqueness, and Conditioning
      • 9.3 Numerical Solution of ODEs (lightly covered)
      • 9.4 Software for ODE Initial Value Problems (skip)
      • 9.5 Historical Notes and Further Reading
    • Chapter 10: Boundary Value Problems for Ordinary Differential Equations (skip)
    • Chapter 11: Partial Differential Equations (skip)
    • Chapter 12: Fast Fourier Transform (as time permits)
    • Chapter 13: Random Numbers and Stochastic Simulation (skip)

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