CSE 541: Introduction to Numerical Methods

Winter 2012

Tentative Schedule

NOTE: This is tentative - pace, covereage and emphasis will depend on how the class responds to the material, so check back for updates.

Week Day Lecture topics Slides,
Additional Material,
Readings
Assignments
Due dates
1 Tuesday
Jan 3
Overview of class: topics, expectations, grading, rules
Review functions: functions, terminology, definitions Taylor Series, error term,
Chapter 1
Overview
Functions
 
Thursday
Jan 5
Summarize Taylor Series: Mean Value Theorem, Taylor Series, truncated Taylor Series and error term
Number Representations: integer, fixed point, floating point, approximation, errors, pitfalls, minimizing error
Chapter 2
Taylor Series
Number Rep.
Homework #1
2 Tuesday
Jan 10
Root Finding: Overview, Bisection method, Regula Falsi Section 3.1
Root: pdf, ppt
Homework #1 due
Thursday
Jan 12
Root Finding: Newton's method, Secant method, approaches in higher dimensions
Sections 3.2-3.3 Homework #2
3 Tuesday
Jan 17
Interpolation: Lagrange polynomial, Newton polynomial
Section 4.1
Int: pdf, ppt
 
Thursday
Jan 19
Interpolation: divided differences, errors
Chebyshev nodes
Differentiation: Differencing methods
Section 4.1
Int: pdf, ppt
Diff: pdf, ppt
Homework #2 due
Homework #3
4 Tuesday
Jan 24
Differentiation: Richardson extrapolation, second derivative Section 4.2-4.3
Diff: pdf, ppt
Homework #3 due
Homework #4
Thursday
Jan 26
Review for midterm
Integration: Overview, Reimann integrable functions, Trapezoid Rule
applet
Section 5.1
Int: pdf, ppt
 
5 Tuesday
Jan. 31
Review for midterm
Integration: Trapezoid Rule, Romberg integration
Section 5.2
Int: pdf, ppt
Homework #4 due
Thursday
Feb. 2
Midterm 1
notes  
6 Tuesday
Feb. 7
Review midterm
Integration: Romberg integration
Section 5.3
Int: pdf, ppt
Homework #5
Thursday
Feb. 9
Integration: Simpson's Rule
Section 6.1
Int: pdf, ppt
 
7 Tuesday
Feb. 14
Integration: Gaussian quadrature
Pseudo-Random Numbers
Section 6.2
Int: ppt, pdf
Section 13.1, 13.2
PRN: ppt, pdf
Homework #5 due
Homework #6
Thursday
Feb. 16
Integration: Pseudo-Random Numbers, Monte-Carlo integration
Numerical Recipes, RANDU, Drand48, Randmar, man rand, man random, random.org
Section 13.1, 13.2
PRN: ppt, pdf
 
8 Tuesday
Feb. 21
Matrices: Matrix operations, types of matrices Chapter 7
LinSys: ppt, pdf
Homework #6 due
Thursday
Feb. 23
Solving linear systems: Gaussian elimination, solving tringular systems, back substitution
Matrix manipulations: permutations, factorization
Chapter 7
GausElim: ppt, pdf
Chapter 8
Matrix: ppt, pdf
 
9 Tuesday
Feb. 28
Midterm 2
notes Homework #7
Thursday
Mar. 1
Pivoting: partial pivoting, with permutations
Iterative approachs
Pivot: ppt, pdf  
10 Tuesday
Mar. 6
Interpolating Splines: Hermite splines, cardinal splines, blended parabolas Bezier curves, B-splines Chapter 9
 
Homework #7 due
Thursday
Mar. 8
Review
   
Finals
Wed, Mar. 14, 3:30-5:18, DL369
  notes  

Last updated 12/27/2011

CSE541 Class web page