Applied Numerical Methods

MATH 151A - Lecture 2, Fall 2016

Lectures: MWF 1:00pm - 1:50pm, MS 6229
Instructor: WANG, Bao.
Office: MS 7310. Office hours: MF 9:00am - 10:30am.
E-mail: wangbao@math.ucla.edu
Discussion Section: Tuesday, 1:00pm-1:50pm, MS 6229
Teaching Assistant: FENG, Michelle.
Office: MS 5351D,
E-mail: mhfeng@math.ucla.edu
Requisites: courses 32B, 33B, 115A, Program in Computing 10A.
Course Pages: http://www.math.ucla.edu/~wangbao/Courses.html
Topics to be covered:
(a) algorithms, errors and convergence; (b) analysis of algorithms to obtain solution of nonlinear equations, e.g.: bisection method, fixed-point iteration, Newtons method, secant method
and method of false position; (c) interpolations, e.g. Lagrange/Neville, Newton/sivided difference, Hermite, Cubic spline; (d) numerical differentiation and integrations: quadrature rules;
(e) methods for solving linear systems: Gaussian elimination, Jacobi, Gauss-Seidel.
Textbook:
R. Burden and J. Faires, Numerical Analysis, 9th or 10th Ed., Brooks/Cole.
References:
(a) J.W. Demmel, Applied Numerical Linear Algebra, SIAM;
(b) G.H. Golub and C.F. van Loan, Matrix computations, Johns Hopkins University Press;
(c) MATLAB Documentation: http://uk.mathworks.com/help/pdf doc/matlab/getstart.pdf
(d) Another MATLAB Documentation, thanks to Professor Chris Anderson (UCLA):
http://www.math.ucla.edu/
anderson/MDocs/index.html

Grading System:
8 best homeworks (out of 9): (8 2.5)%
+

1 best Midterm (out of 2):

(1 30)%

1 Final exam:

(1 50)%

Homework Assignments:
There will be 9 Homework assignments. The assignments will be announced at the Fridays specified in the following schedule. The assignments will be announced in class and through course
page. Homework assignments may consist of both theoretical and computational work. The
computational work will be either at calculator level or completed using Matlab. Graded homework will be returned to you in the discussion section on next Thursday. In each assignment,
several chosen problems will be graded, and a certain score will be assigned for completeness.
The lowest homework score will be dropped in the computation of your final grade.
No late homework will be accepted, and there will be no make-up homework.
Examinations:
There will be 2 midterms and 1 one final exam. The examinations are closed-book and closednote.
Midterms:
1) Friday, Oct 14 , 11am-11:50pm (during lecture), Location: MS 6229. (Tentative)
2) Friday, Nov 18 , 11am-11:50pm (during lecture), Location: MS 6229. (Tentative)
No midterm exams at a time other than the designated ones will be allowed, and there will
be no make-up midterm. However, the lowest midterm score will be dropped in the
computation of your final grade.
Final:
Friday, Dec 6, 11:30am-2:30pm, Location: MS Room 6229.
No final exam at a time other than the designated one will be allowed.
Any change in time will be announced in class and through course page.
Grading Complaints: If you believe that a problem on a homework or an exam has been
graded incorrectly, or that your score was not correctly recorded, you must bring this to the
attention of the professor before the date of the final exam and within 7 calendar days of the
due date of the assignment in question, or the distribution of the date of the midterms.
Academic Honesty:
The university places very high importance on honesty in academic work by students. Discussions on homework problems among fellow classmates, teaching assistants or the instructor are
welcomed. However, solutions to homework problems will have to be completed individually.
No dishonesty in exams are tolerated. Please read the student guide for more information:
http://www.deanofstudents.ucla.edu/Portals/16/Documents/StudentGuide.pdf

Schedule (Tentative):
Week

Mon

Wed

Sept 26
1.2 machine numbers, errors

Sept 28
1.3 Algorithms
1.3 convergence

Oct 3
2.2 Fixed-point iteration

Oct 5
2.3 Newtons method

Oct 10
2.4 Convergence order
Multiple roots

Oct 12
2.5 Accelerating convergence

Oct 17
2.6 Zeros of polynomials
2.6 Horners method, Deflation

Oct 19
3.1 Lagrange polynomials

Oct 24
3.3 Divided differences

Oct 26
3.3 Interpolation nodes
3.3 finite difference

Oct 31
3.5 Cubic spline interpolation

Nov 2
4.1 Forward/backward difference

Nov 7
4.2 Richardsons extrapolation
4.3 Numerical integration

Nov 9
4.4 Newton-Cotes formulas
4.5 Composite integration formulas

Nov 14
4.5 Romberg integration

Nov 16
4.7 Gaussian quadrature

Nov 21
6.1 Solving linear systems

Nov 23
6.2 Pivoting

10

Nov 28
6.6 Special types of matrices

Nov 30
7.1Review of matrix algebra
7.3 Jacobis method

Fri
Sept 23
0.0. Overview
Sept 30
2.1 The bisection method
Homework 1
Oct 7
2.3 Secant method
Method of false position
Homework 2
Oct 14
Midterm Examination 1
Homework 3
Oct 21
3.1 Lagrange polynomials
3.2 Nevilles method
Homework 4
Oct 28
3.4 Hermite Interpolation
Homework 5
Nov 4
4.1 Finite-difference formulas
Homework 6
Nov 11
Holiday
Homework 7
Nov 18
Midterm Examination 2
Homework 8
Nov 25
Holiday
Homework 9
Dec 2
7.3 Gauss-Seidel method