Instructor Web Page: http://www.math.uic.edu/~hanson/
Class Web Page: http://www.math.uic.edu/~hanson/M471/mcs471syllabus.html/
Office Hours: 2pm MWF 718 SEO (by arrangement preferable);
NOTE: Office Hours change to 2pm from 12pm.
Catalog description:
Introduction to numerical analysis;
floating point arithmetic, computational linear algebra,
iterative solution to nonlinear equations, iterpolation,
numerical integration, numerical solution of ODEs,
computer subroutine packages (including Maple and Matlab/Octave).
Prerequisites:
A grade of C or better in MCS 360 Structured Programming II or EECS 270
Introduction to Programming languages or MCS190 Introduction to Scientific
Computing or EECS 170 Fortran Programming for Engineers or MCS 260 Introduction
to Computer Science I or EECS 171 Introduction to Programming.
Semester Credit hours:
3U4G
List of Topics: ---- Hours:
Introduction, finite floating point arithmetic, catastrophic
cancellation, chopping and rounding errors, FORTRAN review. ---- 3 hours.
Solution of nonlinear equations; bisection method, secant method,
Newton's method, fixed point iteration, Muller's method. ---- 4 hours.
Numerical optimization; Method of golden section search, Newton's
method optimization. ---- 2 hours.
Solutions of linear algebraic equations; forwarding Gaussian elimination,
pivoting, scaling, back substitution, LU-decomposition, norms and errors,
condition numbers, iterations, Newton's method for systems, computer
implementation. ---- 11 hours.
Interpolation; Lagrange interpolation, Newton interpolation, inverse
interpolation. ---- 4 hours.