Course information

Instructor

• Prof. Randall LeVeque
  • Guggenheim 415C,
  • netid for email: rjl
  • Office hours: MW 3:30-4:30, F 1:30-2:30, or by appointment.

TA

• Josh Jacobs
  • netid for email: josher
  • Office hours: M,W 10-12 and Thursday 9:30-10:30am in GUG 406.

Lectures

• MWF 2:30 - 3:20 pm in Loew 216

Course Description

This course is an introductory graduate level course in numerical methods designed to give engineering, mathematics, and science students the expertise necessary to understand and use computational methods for solving scientific problems. The emphasis is on methods for linear algebra problems (direct methods for linear systems, linear least squares problems, and algebraic eigenvalue problems).

This course is the first in a series of three numerical methods courses. Amath 585 treats boundary value problems (ODEs and PDEs) and iterative methods for their numerical solution. Amath 586 treats initial value problems (ODEs), parabolic and hyperbolic PDEs and methods for their numerical solution. This is a five (5) credit course.

Prerequisites

• Some Computing Programming (Matlab, Python, R, Fortran, or C)
• Linear Algebra (MATH 308 or equivalent)

Recommended Preparation

Proficiency in a computing language and familiarity with Unix.

Computer Software

Students can use either Matlab or Python.

See Software for the course for more about your options.

Textbook

• Lloyd N. Trefethen and David Bau, III, Numerical Linear Algebra, SIAM, 1997, ISBN-13: 978-0-898713-61-9.

Note that you can purchase it direct from SIAM with a substantial discount if you are a SIAM member, and that student membership is free!

See Some other references for some other resources you might find useful.

Topics to be covered

See the Syllabus.

Grading

Homework: 50%, midterm exam: 25%, take-home final exam: 25%. There will probably be 4 homework assignments. See Homework and exams for more information and due dates.