Math607 - Numerical Analysis

Spring 2017
Instructor: Wolfgang Erb
E-mail: erb@math.hawaii.edu

Times and location: T/Th 10:30 - 11:45 in Keller 414

Scope of the course

In this course we study basic techniques for the numerical solution of problems in science and engineering. The main covered topics are the numerical solution of linear systems by matrix decomposition, conditioning and stability of algorithms, numerical computations of eigenvalues and iterative methods to solve high dimensional problems. At the end of the course we will give a brief introduction to finite element methods. Beside standard homework with pencil and paper this course includes a programming component based on the mathematical software Matlab which will be introduced.

Book

L.N. Trefethen, D. Bau, Numerical Linear Algebra, SIAM, 1997

Prerequisites

Undergraduate knowledge in linear algebra and calculus is required. Programming skills are useful but not required.

Syllabus

The Syllabus for this course can be found here.

Important dates

  • 05/11/2016 Final exam

Matlab Tutorial

A short Matlab tutorial for this course (written by Thomas Hangelbroek)

Problem sheets and reading

The grading of the homeworks and additional material is published on Laulima.