MATH 42201/52201: Introduction to Numerical Computing I
TIME & PLACE: Tu+Th 12:30  1:45 pm, MSB 158
TEXT: Lecture notes distributed in class.
Recommended reading:
Numerical Computing with MATLAB, Cleve B. Moler, SIAM, Philadelphia, 2004.
This book is available for free at
http://www.mathworks.com/moler. Software used in class is
also available for free at this web site.
INSTRUCTOR:
COURSE OBJECTIVES:

Provide an understanding of computational methods, and illustrate their
application to the solution of a large variety of problems, including
GPS, MP3, text queries, and web search.

Discuss the errors in computed results, due to errors in the data as well
as due to roundoff errors introduced during the computations.

Illustrate the difference in performance of various numerical methods by
implementing and comparing them in MATLAB.
COURSE OUTLINE (partial):

Linear algebra and calculus review

Introduction to MATLAB/Octave

Computer arithemtic

Linear systems of equations

Orthogonal matrices and the QR factorizationm

Leastsquares problems by QR factorization

The singular value decomposition and its application to leastsquares problems

Interpolation

The fast Fourier transform
CLASS OPERATION:

Homework will be assigned regularly and collected at the end of each major
section. There will be a midterm exam and a final exam.

The programming languages MATLAB and GNU Octave will be taught. The
performance and properties of the numerical methods discussed will be
illustrated using MATLAB. Much of the homework will be to write software in
MATLAB or GNU Octave for solving problems discussed in class. All students
should get accounts on the Math/CS Network on which MATLAB is available.
GNU Octave is a public domain language
very similar to MATLAB, and can be used for homework assignments. Instructions
on how to install GNU Octave on your PC are available
here.
GRADING POLICY:

Homework and numerical experiments contribute 30%, the midterm and final
exams contribute 35% each towards the course grade.
REGISTRATION INFORMATION:

Information can be found at
this web site. It is important that everyone registers in time, otherwise
late registration fees may have to be paid; click
here for further
details. Last day to add and be certain not to pay a late fee is August 29(?);
last day to drop is September 11, and last day to withdraw is November 6.
Plagiarism, i.e., presenting someone else's work as your own is
discussed here.
This includes finding the answer of a homework problem in a book or in someone
else's assignment, and copying it. Plagiarism, of course, is unacceptable.
STUDENTS WITH DISABILITIES:

will be provided reasonable accommodations
to ensure their equal access to course content. Futher information can be
found at this web site.
LECTURE NOTES WITH HOMEWORK ASSIGNMENTS:
USEFUL LINKS:

MATLAB is the programming language for this class. A 39page primer on the
basics of MATLAB is available in
pdf
and in
postscript.

Instead of MATLAB you may run GNU Octave, a public domain alternative; see
Lecture 1 for instructions on where to find and how to install GNU Octave.

Here are two links to online MATLAB tutorials:
 Software, manuals and glossaries
 The importance of reliable software:
August 2009