MATH 566

SP2017 - MATH 566 - Introduction to Numerical Analysis

1. Introduction

Week 1

2. Nonlinear Equations

Week 2

Week 3

Week 4

3. Interpolation/Integrals

Week 5

Week 6

Week 7

4. ODEs

Week 8

Week 9

Week 10

Week 11

5. Linear Systems

Week 12

Week 13

Week 14

6. Optimization

Week 15

Week 16



08/22 - Introduction to the course


L2.1 - 08/29 - Error Approximations

L2.3 - 09/05 - Newton's Method

R2 - 09/12 - Review


L3.1 - 09/19- Taylor/Lagrange/Chebyshev

L3.3 - 09/26 - Simple Rules

R3 - 10/03 Monte Carlo + Review


L4.1 - 10/10 - Simple Methods

L4.2 - 10/17 - Multistep methods

L4.3 - 10/24 - Runge Kutta

R4 - 10/31 - Systems/Review


L5.1 - 11/07 - LU and H

L5.3 - 11/14 - Iterative methods

T5 - 11/21 - Test Linear Systems


L6.1 - 11/28 - Unconstrained

R6 - 12/05 - Review



L1 - 08/24 - Matlab Tutorial


L2.2 - 08/31 - Bisection method

L2.4 - 09/07 - Fixed-Point Iterations

T2 - 09/14 - Test on nonlinear equations


L3.2 - 09/21 - Piecewise/Least Squares

L3.4 - 09/28 Interpolatory quadrature

T3 - 10/05 - Test on int+int


University Day

Fall Break

L4.4 - 10/26 - Specialized methods

T4 - 11/02 - Test ODEs


L5.2 - 11/09 - accuracy/QR

R5 - 11/16 - Review

Thanksgiving Recess


L6.2 11/30 - Langrange/Penalty