Lecture
Mike O'Neil (oneil@cims.nyu.edu)
TTh 2pm - 3:15pm JABS 473

Office hours
T 11am - 12pm, Th 12:30pm - 1:30pm
2 MetroTech 854

Recitation
Gaston Gonzalez (gmg404@nyu.edu)
F 1:30pm - 2:45pm RGHS 503
Office hours
F 12:25pm - 1:25pm
2 MetroTech, 8th floor

Materials
The main textbook for the course is Suli and Mayers, An Introduction to Numerical Analysis, 2012. The textbook is available for free (electronically) to NYU students on Cambridge University Press.

Additionally, a one-stop source for floating point arithmetic is Michael Overton, Numerical Computing with IEEE Floating Point Arithmetic, 2001, which is also available for free to NYU affiliates via SIAM.

Grading
Overall numerical grades will be computed from homework (10%), two preliminary exams (25% each), and one final exam (40%). The final letter grade will be determined from the overall numerical grade.

UPDATE: Since the course has moved online, the new grade weighting will be: homeworks one through three (10%), one preliminary exam (25%), homeworks four through six (65%).

Announcements

• The first class will meet on Jan 28, 2020.
• Recitations will start on Feb 7, 2020.
• The course syllabus is available here.
• As of March 12, the course has moved online. Please attend lectures, office hours, etc. via the Zoom links accessible via NYU Classes.

Description
This course will serve as an introduction to modern numerical analysis and will cover subjects such as the solution of systems of nonlinear equations, numerical linear algebra, numerical differentiation and integration, interpolation, Monte Carlo methods, and numerical methods for ordinary differential equations. The stability and accuracy of all the previous methods will also be analyzed in the context of floating-point arithmetic. The course will have a focus on the analysis of numerical methods, but also require you to use numerical software (Matlab, Python, or Julia).

Assignments

Homework will be assigned roughly every other week and due by the start of class on the day on which it is due. A PDF of the homework may be sent in lieu of a hard-copy but the instructor must receive it by the start of class. No late homework is accepted without prior approval from the instructor, and in those cases, generally exemptions will only be made for medical reasons with documentation. Students are encouraged to work together on their homework, but each student must write-up and submit the assignments independently.

Item	Due date	Materials
HW 1	Feb 18	hw01.pdf hw01.tex
HW 2	Mar 3	hw02.pdf hw02.tex
HW 3	Mar 13	hw03.pdf hw03.tex