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CSE/MATH 455: Introduction to Numerical Analysis

Fall 1997, MWF 12:20-1:10

Instructor: Douglas N. Arnold

Contact info: 332 McAllister Building, telephone: 865-0246, email:  dna@psu.edu

Office hours: Tuesday 2:30-3:20, Wednesday 10:30-11:20, and by appointment

Web Page: http://www.math.psu.edu/dna/455.html

Textbook: Numerical Analysis: Mathematics of Scientific Computing, Second Edition, by David Kincaid and Ward Cheney, Brooks/Cole Publishing Co. 1996, ISBN 0-534-3389-5. (See also the errata.)

Course objectives: The purpose of this course is to introduce students to the techniques and concepts of modern numerical analysis. The course may be taken alone to provide an introduction to the ideas of numerical analysis in the context of the simplest problems of analysis and algebra, or,the student may continue with CSE/MATH 456 for a more complete introduction and some more advanced applications. Numerical analysis is the study of algorithms for computing numerical answers to mathematical problems. We shall investigate algorithms for a variety of basic problems, studying their reliability, efficiency, and computer implementation. In comparison to 455 and 456, the course CSE/MATH 451 is more of an overview of numerical algorithms, with less emphasis on analysis of the algorithms. (Credit will not be given for both 451 and 455.)

Classroom and lab: On Mondays and Wednesdays the class will meet in 115 McAllister, the McAllister Technology Classroom. This room is equipped an X-windows terminal connected to a high quality projection system, so that computer demonstrations can be included in the class time. On Fridays we will meet in the High Performance Computing Classroom in 215 Osmond. This room contains X-windows terminals for all the students, and at least part of most Friday classes will be devoted to guided computer explorations.

Prerequisites: Single variable and multivariable calculus; matrix algebra, and a working knowledge of computer programming.The main computer languages used will be FORTRAN and Matlab. Other languages may be acceptable as well.

Grading: There will be two midterm exams, each worth 20% of the grade, a final exam worth 25%, and homework and lab assignments worth 35%.

Course topics:

These topics correspond roughly to chapters 1, 2, 3, 4, 6, and 7 of the text.

Last modified August 18, 1997 by Douglas N. Arnold, dna@psu.edu