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 |