## MAT 423: Numerical analysis I

## Fall 2018

Class Time |
M,W 10:30am – 11:45am |

Class Location |
Tempe – WXLRA 113 |

Instructor |
Sébastien Motsch |

Office |
WXLRA 836 |

Email |
smotsch@asu[dot]edu |

Office Hours |
M,W 12:00pm – 1:00pm |

Class webpage |
www.seb-motsch.com/teaching |

## Textbook

- Richard L. Burden, J. Douglas Faires,
*Numerical Analysis* (9th or 10th edition)

Supplementary:

- Gilbert Strang,
*Linear algebra and its applications*
- Lloyd N. Trefethen, David Bau III,
*Numerical linear algebra*.

### Course description

- Solving non-linear scalar equation:
**f(x)=0** *(Chap. 2)*
- Linear systems:
**Ax=b** *(Chap. 6-7,9)*
- Solving non-linear systems
*(Chap. 10)*
- Linear programming
*(Chap.8 *from Strang’s book*)*

The **Mid-term** is scheduled on for *Wednesday October 3rd* in class. The **final** will be on *Wednesday December 5th* (9:50-11:40).

### Class Schedule

Aug 20 – 22 |
Presentation course – Review calculus (Taylor polynomial) |

Aug 27 – 29 |
Bisection and Newton method, fixed-point iteration (**2.1-2.3**) |

Sep 5 |
Linear systems, Gauss elimination (**6.1-6.2**) |

Sep 10 – 12 |
Matrix factorization (LU), special matrices (**6.2-6.6**) |

Sep 17 – 19 |
Norms and eigenvalues, iterative methods (**7.1-7.3**) |

Sep 24 – 26 |
iterative methods (**7.3-7.4**) |

Oct 1 – 3 |
Review (Practice midterm, solution), **Midterm** |

Oct 10 |
Conjugate gradient method (**7.6**) |

Oct 15 – 17 |
Non-linear systems – fixed points (**10.1**) |

Oct 22 |
Newton/Quasi-Newton methods (**10.2-10.3**) |

Oct 29 – 31 |
Gradient descent method (**10.4**), Intro linear programming |

Nov 5 – 7 |
Simplex method (**8.2** *G. Strang*) |

Nov 14 |
Dual problem (**8.3** *G. Strang*) |

Nov 19 – 21 |
Interior point method (**8.3** *G. Strang*), intro. optimal transport |

Nov 26 – 28 |
Review final (practice final, solution) |

### Class homework

Aug 27 |
HW 1, solution |

Sep 5 |
HW 2, solution |

Sep 12 |
HW 3, solution |

Sep 19 |
HW 4, solution |

Sep 26 |
HW 5, solution |

Oct 1-3 |
Mid-term (solution) |

Oct 17 |
HW 6, solution |

Oct 29 |
HW 7, solution |

Nov 7 |
HW 8, solution |

Nov 14 |
HW 9, solution |

Nov 27 |
HW 10, solution |