507.f2010.handout

Fall 2011

Numerical Analysis I

Instructor	Niloufer Mackey nil.mackey{at}wmich{dot}edu	Home
Office.	6618 Everett; Phone 269 - 387- 4594.
Office Hours	MTWR 11 – noon.
	Other times by appointment. Right before class is definitely not a good time to see me.
Class Time.	TR 2 - 3:15pm, Schneider 1280.
Prerequisite.	Math 374 (Differential Equations) and a computer programming language beyond BASIC, e.g, Fortran or C. .
Required Text.	Numerical Analysis and Scientific Computation, Jeffrey Leader, Addison Wesley, 2004. Please bring this text with you to every class. We will study Chapters 1, 4, 5, 6.
Software	MATLAB, a high-level interactive system containing state-of-the-art routines for numerical computation. Matlab stands for "MATrix LABoratory", and it is available on the PC's in the Rood Hall Computing Lab, in the Engineering Computer Labs and on all Sun workstations on the OIT network throughout campus. For the Rood Hall lab hours see http://www.wmich.edu/math/ASLab/. On your home computer you may use the freely available Matlab clone, GNU Octave. See http://www.octave.org/ for more details. Binaries for Linux and Windows are available.
Matlab Help	The book by Jeffrey Leader weaves in Matlab tutorials. On-line tutorials can be found at http://www.mathworks.com/academia/student_center/. A good brief introduction authored by David Griffiths can be downloaded from http://www.maths.dundee.ac.uk/~ftp/na-reports/MatlabNotes.pdf. For those apiring to be Matlab experts, I recommend Matlab Guide, 2nd Edition Desmond Higham and Nicholas Higham, SIAM, 2005. Softcover, ISBN 0-89871-578-4, available at a discount to SIAM members. See section on Complimentary SIAM Student Memeberships below.

Course Rationale: Most mathematical problems do not have solutions that can be calculated in a finite number of steps -- consider, for example, the "simple" problem of evaluating a transcendental function like y = ln(x) at x = 2. Such problems were addressed in basic calculus, using series. Our goals in this course are

to build constructive solutions to a collection of basic but important problems that arise in many contexts -- in theory, and in the engineering and applied sciences; to understand that the search for solutions to these problems inspired beautiful and powerful mathematical theories, and engaged some of the greatest mathematicians
to formulate these mathematical solutions as algorithms
to analyze the computational cost of these algorithms
and finally, to investigate their numerical behavior when implemented on a computer (human or otherwise, because regardless of how it is done, evaluating an analytic result to get a numerical answer is subject to error).

Complimentary SIAM Student Memberships: SIAM stands for the Society for Industrial and Applied Mathematics. Because WMU is an institutional member of SIAM, any WMU student majoring in mathematics, engineering or the applied sciences is eligible for free SIAM membership. This entitles you to a discount on all SIAM publications, plus other benefits. Go to http://www.siam.org/about/member.htm and click on Complimentary Student Memberships. If you are an undergraduate student you will need to be nominated. Undergraduate students should therefore send me an e-mail, with the body of the email consisting of your

name
shipping address
e-mail address

so that I can easily compile the list and send it to SIAM.

Class Policies
Lab Schedule
Anonymous Functions in Matlab
Homework 1
Homework Guidelines
Midterm: Oct 27
Cumulative Final: Thursday Dec 15, 2:45 – 4:45pm

Niloufer Mackey
nil.mackey{at}wmich{dot}edu
Last modified: Mon Oct 17 18:28:11 EDT 2011

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