Date | Topics | Materials |
---|---|---|
Jan 24 | Overview, Julia |
Notes Julia: A Fresh Approach to Numerical Computing Recording |
Jan 26 | IEEE floating-point arithmetic |
Notes macheps.jl Driscoll & Braun, Floating-point numbers Overton, 2001 |
Jan 31 | Bisection, secant, and Newton's method |
Suli & Mayers: 1.4 - 1.6 Notes |
Feb 2 |
Convergence of Newton's method, rates of convergence, nonlinear systems |
Suli & Mayers: 1.4, 1.7 Notes |
Feb 7 | Vector and matrix norms, conditioning |
Suli & Mayers: 2.7 Driscoll & Braun: 2.7 Notes |
Feb 9 | Matrix conditioning, multivariate Newton |
Driscoll & Braun: 2.8 Driscoll & Braun: 4.5 Notes |
Feb 14 | Optimization |
Driscoll & Braun: 4.6 Notes |
Feb 16 |
Gaussian elimination, LU Operation counts |
Driscoll & Braun: 2.2 Driscoll & Braun: 2.3 Driscoll & Braun: 2.4 Driscoll & Braun: 2.5 Notes |
Feb 21 | NO CLASS - PRESIDENTS' DAY | |
Feb 23 |
Cholesky, pivoted LU, Backward stability, Gram-Schmidt |
Driscoll & Braun: 2.6 Driscoll & Braun: 2.8 Driscoll & Braun: 2.9 Driscoll & Braun: 3.3 Notes |
Feb 28 |
Modified Gram-Schmidt, Householder reflections |
Driscoll & Braun: 3.3 Driscoll & Braun: 3.4 Trefethen & Bau: Lecture 6-11 (More advanced) Notes |
Mar 2 |
Householder reflections, linear regression, singular value decomposition |
Driscoll & Braun: 7.3 Notes |
Mar 7 | Power method, with shift |
Suli & Mayers: 5.4, 5.8 Notes |
Mar 9 | Midterm Exam | |
Mar 14 | NO CLASS - SPRING BREAK | |
Mar 16 | NO CLASS - SPRING BREAK | |
Mar 21 |
Inverse power method with shift, Jacobi's method |
Suli & Mayers: 5.8, 5.3 Notes |
Mar 23 |
Convergence of Jacobi's method, QR algorithm |
Suli & Mayers: 5.3, 5.5-5.7.2 QR Algorithm Notes |
Mar 28 |
Numerically computing the SVD Lagrange interpolation |
Suli & Mayers: 6.1-6.2 Notes |
Mar 30 | Barycentric Lagrange interpolation |
Suli & Mayers: 6.1-6.3 Notes |
Apr 4 | Minimax approximation, Chebyshev polynomials |
Suli & Mayers: Ch 8 Notes |
Apr 6 | Function approximation in the 2-norm |
Suli & Mayers: Ch 9 Notes |
Apr 11 | Orthgonal polynomials, trapezoidal rule |
Suli & Mayers: 7.1-7.4 Notes |
Apr 13 |
Composite integration rules, Euler-Maclaurin formula Clenshaw-Curtis quadrature |
Suli & Mayers: 7.5-7.6 Notes |
Apr 18 |
Richardson extrapolation Gaussian quadrature |
Notes |
Apr 20 | NO CLASS | |
Apr 25 |
Intro to Fourier series Discrete Fourier analysis |
Briggs & Henson: Ch 1, 2.1-2.5 |
Apr 27 |
The Discrete Fourier Transform Inverse transform, convolutions |
Briggs & Henson: Ch 2.1-2.6, 3.1-3.2 |
May 2 |
The Fast Fourier Transform Spectral differentiation, integration |
Briggs & Henson: Ch 10.1-10.2, 10.4, 10.6 |
May 4 |
Clenshaw-Curtis quadrature (revisited) Discrete cosine transform |
|
May 9 | Random number generation | |
May 13 | Final Exam 2:00pm - 3:50pm |