CS 4220/Math 4260

Numerical Analysis: Linear and Nonlinear Problems

Spring 2009

CS 4220 Home Page

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

TA: Currently, there is no TA.

Office Hours: Walk-In hours are posted here. Sometimes I have to cancel hours because of unavoidable meetings and out-of-town travel.  If ever you show up at my office and I am not there, send me an email and you will hear from me soon.

Meeting Time & Place: MWF 2:30-3:20, 110 Hollister Hall   (note the room change)

Description: 4 credits. Prerequisites: MATH 2210 or 2940 or equivalent, one additional mathematics course numbered 3000 or above, and knowledge of Matlab programming.   Modern algorithms for systems of linear equations, least squares, eigenvalue problems, systems of nonlinear equations, and  optimization. This course requires more mathematical sophistication than COM S 3220. It can be taken either before or after CS 4210/Math 4250

Required Text:  Scientific Computing With Case Studies by Dianne P. O'Leary. This book isn't quite matched to the course, but you will receive detailed notes to fill in the gaps.

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)

Computing: MATLAB is available on all public CIT Machines. The student edition of MATLAB  is available from Mathworks

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