Numerical Algorithms
This course will take place in the fall semester of 2017 at the University of Amsterdam.
The course covers numerical algorithms for linear systems, linear least squares, eigenvalue problems, nonlinear equations, optimization, interpolation and quadrature problems, and ordinary differential equations.
Time and venue: Lecture and exercise class, two hours each, twice a week from 30 October 2017 - 14 December 2017. Consult the time table in Datanose for time and location details. Please note that the classes alternate between many different locations, and that the exact time for the classes on Wednesdays and Thursdays also changes, so make sure to check the schedule for the right time and location).
Lecturer: Daan Crommelin, email D.T.Crommelin@uva.nl
Responsible for the exercise classes are Raymond van Venetië (R.vanVenetie@uva.nl) and Fabian Stroh (F.J.M.Stroh@uva.nl).
Book: Michael T. Heath, Scientific Computing, An Introductory Survey, second edition (for details, see blackboard, course information). In this course we will cover chapters 1-9.
Problems to work on in excersise classes (NB these are NOT the homework assignments):
- Chapter 1: Exer. 2, 4, 5, 10, 12. Computer exer. 4, 7.
- Chapter 2: Attached exercises, Ch. 2: 2, 3, 4, 8, 10, 12.
- Ch. 2: 7, 16, 18, 23, 25, 27, 37(a). Comp. exer. 2, 6.
- Ch. 3: 1, 4, 5, 11, 13, 14. Comp. exer. 1, 3a. The following MATLAB commands may be useful: polyfit (fitting polynomials), mldivide (or backslash, for solving linear systems), polyval (evaluating polynomials), subplot/hold (graphics), tic/toc (timing).
- Ch. 3: 16, 17, 18abc, 22, 25. Computer exercises: 5ab (for plotting ellipses, consider the MATLAB commands contour and meshgrid), 10 (for b you can use the MATLAB qr command, this us es Householder transformations)
- Ch. 4: 3 (a)-(d), 6, 7, 8, 9, 10, 15, 16, 19, 2
- Ch. 4: 20a),b), 23. Computer exercises: 2, 3, 4
- Ch. 5: 1, 6, 10, 11, 12. Computer exercise 3, 18. Ch. 6: 1(b,d), 2(b,c), 3(b,d), 4( b,d), 5(b,c). Computer exercise: 7.
- Ch. 6: 6(a,c), 7 (only first order conditions), 16(a), 17. Computer exercise 2
- Ch. 7: 1, 5, 6, 10. Comp. exer. 7.1, 7.5a)
- Ch. 7: 15. Comp. exer. 2 (a,b). Ch. 8: 1, 3, 5. Comp. exer. 6
- Ch. 7: 11, 12, 14. Comp exer. 6. Ch. 8: 6, 12
- Ch. 9: 1, 3, 4, 7. Comp. exer. 1