Lecture materials
Before even the first class, I recommend that you refresh your linear algebra, for example, using these notes by Jonathan Goodman.Also get a CIMS computer account and start playing with MATLAB.
1. (Jan. 26th) Numerical Computing
Based on chapter 1 of textbook and chapter I in notes by Jonathan Goodman.Here are some MATLAB scripts used as examples in the lecture notes: fibb.m, vect.m.
2. (Feb 2nd) Sources of
Error
Based on chapter 1 of textbook and chapter I in notes
by
Jonathan Goodman.Here are some MATLAB scripts used as examples in the lecture notes: harmonic.m (double precision) and harmonicSP.m (single precision). Also an example solution to the example homework problem: FirstDeriv.m and FirstDerivSP.m
3. (Feb 9th) Dense Linear
Systems
Based on chapter 5 (Linear Systems) of textbook (sections
5.1-5.8).Here is the MATLAB code for MyLU.m
For a more mathematical review of linear algebra consult these these notes by Jonathan Goodman, and for a more in-depth discussion consult these notes by Jonathan Goodman.
4. (Feb 16th) Symmetric,
Overdetermined and Sparse Linear Systems
Based on chapter 5 (Linear Systems) of textbook.5. (Feb 23rd) Eigen and
Singular Values
Based on various sources, and marginally on chapter 6
(Eigenvalues and Eigenvectors) of the textbook.Here are some MATLAB scripts used as examples in the lecture notes: Compression.m.
6. (Mar 1st) Solving Nonlinear
Equations
Based on the first half of chapter 2 (Nonlinear equations) of
the book.Here are some MATLAB scripts used as examples in the lecture notes: FZero.m.
7. (Mar 8th) Optimization
Based on various sources, including these notes
by
Jonathan Goodman. The material on constrained
optimization is advanced and optional.Here are some MATLAB scripts used as examples in the lecture notes: Rosenbrock.m.
8. (Mar 22nd) Interpolation
See chapter 3 of textbook (Approximation of functions) and also these notes by Jonathan Goodman.Here are some MATLAB scripts used as examples in the lecture notes: Runge1D.m, Hills2D.m, HillsIrreg2D.m.