CS 422 / Math 426

Numerical Analysis: Linear and Nonlinear Problems

Spring 2008

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Instructor: Charles Van Loan, 5153 Upson Hall, 255-5418, cv@cs.cornell.edu

Office Hours: Walk-In hours are posted here. Sometimes I have to cancel hours because of unavoidable meetings and out-of-town travel.   Cindy always knows my schedule and can arrange special appointments

Meeting Time & Place: MWF 2:30-3:20, 245 Olin Hall   

Description: 4 credits. Prerequisites: MATH 221 or 294 or equivalent, one additional mathematics course numbered 300 or above, and knowledge of programming. COM S majors and minors may use only one of the following toward their degree: COM S  322, or 421. Modern algorithms for systems of linear equations, least squares, eigenvalues problems, systems of nonlinear equations, and  optimization. This course requires more mathematical sophistication than COM S 322.

Required Text: Scientific Computing: An Introductory Survey by Michael Heath.

Some Linear Algebra References:  Matrix Analysis and Applied Linear Algebra (C. Meyer), Linear Algebra and its Applications (G. Strang)

Some Matlab References:  Getting Started with Matlab 7  (Pratap), Matlab: An Introduction with Applications (Gilat), Mastering Matlab7 ( Hanselman & Littlefield's "

For Matlab autotutorial, check out CS 101M.

Computing: MATLAB is available on all public CIT Machines. The student edition of MATLAB  is available from Mathworks.  The CIT lab hours are are posted here. There are instructional labs in  MVR, Stimson Hall, and Upson. There are general purpose labs in Uris Library, Noyes, Dickson, Carpenter, and Purcell Union.

Grading: Six Assignments (40%), prelim I (15%, Prelim 2 (15%), Final (30%)