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**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:**

- Floating point computation, error propagation
- Rootfinding for nonlinear equations
- Numerical solution of linear systems
- Interpolation and approximation
- Numerical integration

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

Last modified August 18, 1997 by