Department of Mathematics, Pennsylvania State University
MATH/CMPSC 456 (Spring 2012)
Introduction to Numerical
Analysis II, M W F 11:15 am - 12:05 pm, 271 Willard Bldg
Course Brief Description
This course is a continuation of MATH/CMPSC 455. We will
describe numerical algorithms for solving nonlinear equations,
approximation functions and data, numerical integration,
solving linear systems, Eigenvalue problems, Solving ordinary
differential equations and boundary-value problems. We will
also discuss the underlying mathematical principles and theories
of these numerical methods and their implementations.
Some knowledge of either MATLAB, Octave, Fortran, C, or C++ is strongly
. MATLAB is used for exposition of algorithms
during the class. You can choose any computer language as a
platform for homework and projects.
MATH 220, MATH 230 or MATH 231, MATH/CMPSC 451 or
Numerical Analysis, Timothy Sauer, published by
Addison Wesley, ISBN 0-321-26898-9.
- Homework & Computer projects (50 %);
- Midterm exam (20 %): March 2;
- Final exam (30 %).
Details about midterm and final exam will be announced later.
Tuesday & Thursday, 1:00
pm - 2:00 pm, or by appointment.
Lecture Notes & Slides
0. Introduction: slides
1.1 Newton' Method: slides
1.2 Quasi-Newton Methods: slides
1.3 FPI and Aitken Acceleration: slides 1
2.1 Polynomial Interpolation: slides
2.2 Trigonometric Interpolation: slides
2.3 Piecewise Interpolation: slides
2.4 Least Square Method: slides
3.1 Adaptive Quadrature: slides
4.2 Basic Linear Iterative Methods: slides
4.3 Krylov Subspace Method: slides
5. Eigenvalue Problems: slides
6.1 Ordinary Differential Equations: slides
7.1 Finite Difference Method: slides
7.2 Finite Element Method: slides
Homework & Computer Projects
Coming soon ...