CS 4220/Math 4260

Numerical Analysis: Linear and Nonlinear Problems

Spring 2014

Announcements | Syllabus | Assignments | Problem of the Day | CVL Book

**Instructor**:
Charles Van Loan, 423 Gates,
255-5418, cv@cs.cornell.edu. Office hours
are here.

**TAs:** Hung Tran, htt4@cornell.edu
and Scott Wehrwein
(sw744@cornell.edu) . TA office hours
are Tues 1-2 (Hung, Gates G15), Tue 2-3 (Scott, Gates G15), Thurs 1:30-2:30 (Hung,
Malott 104 ),
Thurs 11-12 (Scott, Gates G15).

**Meeting Time & Place: **Olin 245, 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.

**Online Reading Materials:** Introduction to Scientific
Computing: A Matrix Vector Approach Using Matlab, C. Van Loan.

**Some Linear Algebra References: ** Matrix Analysis and Applied Linear Algebra
(C. Meyer),
Linear Algebra and its Applications
(G. Strang). An excellent online linear algebra course is available
here.

**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**: Matlab assignments (50%), Midterm (25%), Final Exam (25%).
(Note: There will be eight Matlab assignments and we count the best seven scores.
That way there is no issue if you are sick or travelling or have too much other
stuff going on around a due date.)