Math 128a - Numerical Analysis - Spring 2011

Lecture: Monday, Wednesday and Friday 10:10-11:00 am, 145 Dwinelle

Course Home Page: http://math.berkeley.edu/~strain/128a.S11/index.html

Professor: J Strain, Office Hours Monday and Wednesday 2-3, Friday 11-12, 1099 Evans. 

GSI Offices and Hours: TBA

Description: Programming for numerical calculations, round-off error, approximation and

interpolation, numerical quadrature, and solution of ordinary differential equations. Practice on
the computer.

Required Text: J. Stoer and R. Bulirsch, Introduction to Numerical Analysis, 3rd edition,
Springer-Verlag New York, 2002. ISBN-10 038795452X, ISBN-13 978-0387954523.

Syllabus: The course will cover basic theory and practical methods for solving the fundamental
problems of computational science.

 Error analysis: propagation and growth of roundoff and truncation errors in numerical
approximations (Chapter 1).
 Polynomial and trigonometric interpolation and approximation (Chapter 2).
 Numerical integration: basic rules and adaptive strategies (Chapter 3).
 Matrix computations: linear systems, least squares problems, QR and LU factorizations
(Chapter 4).
 Nonlinear equations: bisection, Newton and secant methods (Chapter 5).
 Initial value problems for systems of ordinary differential equations. Runge-Kutta and
Adams methods (Chapter 7).

Prerequisites: Math 53 and 54 or equivalent knowledge of calculus and linear algebra.

Matlab training: The following Math 98 course may also be

useful: http://math.berkeley.edu/~ettinger/math98.html

Grading: 40% weekly homework, 30% midterms, 30% final

Exams:

 Midterms: 9 Feb and 30 Mar in class.

 Final Exam: Group 7, Tuesday May 10, 3-6 pm, location TBA
 No notes, books, calculators, computers or other aids will be permitted. No make-up
exams will be given. If you miss a midterm, your score on the final will count in its place.