CS 4220/Math 4260
Numerical Analysis: Linear and Nonlinear Problems
Spring 2013
Announcements | Syllabus | Assignments | Problem of the Day | CVL Book
Instructor: Charles Van Loan, 5153 Upson Hall, 255-5418, cv@cs.cornell.edu. Office hours are Tuesday 2:30-4, Wednesday 11;15-12, and Thursday 2:30-4 or by apppointment
TA: Amanda Hood, 657 Rhodes Hall, ah576@cornell.edu, Office hours are Monday 12-1:30 and Thursday 12-1:30.
Meeting Time & Place: Thurston 205, MWF 2:30-3:20
Description: 4 credits. Prerequisites: MATH 2210 or 2940 or equivalent, one additional mathematics course numbered 3000 or above, and knowledge of Matlab programming. Introduction to the fundamentals of numerical linear algebra: direct and iterative methods for linear systems, eigenvalue problems, singular value decomposition. In the second half of the course, the above are used to build iterative methods for nonlinear systems and for multivariate optimization. Strong emphasis is placed on understanding the advantages, disadvantages, and limits of applicability for all the covered techniques. Computer programming is required to test the theoretical concepts throughout the course. This course can be taken before or after CS 4210/Math 4250.
Text: A First Course in Numerical Methods by Ascher and Greif. Chapters 1-9 pretty much cover what we do in the course.
Reading materials for Registered Students Only: TBA
Some Linear Algebra References: Matrix Analysis and Applied Linear Algebra (C. Meyer), Linear Algebra and its Applications (G. Strang)
Some Matlab References: Insight Through Computing: A Matlab Introduction to Computational Science and Engineering (Van Loan and Fan), Getting Started with Matlab 7 (Pratap), Matlab: An Introduction with Applications (Gilat), Mastering Matlab7 ( Hanselman & Littlefield)
Computing: MATLAB is available on all public CIT Machines. The student edition of MATLAB is available from Mathworks.
Grading: Seven Matlab assignments (45%), Two Prelims (30%), Final Exam (25%).