Lectures: TuTh 12:30-2 pm, 55 Evans

Course Web page: http://www.math.berkeley.edu/~strain/128a.F01/

Instructor: J Strain, strain@math.berkeley.edu

Web page: http://www.math.berkeley.edu/~strain/

Office Hours: Tuesday 2-4 pm and Thursday 2-3 pm @ 1099 Evans or by appointment. Finals weeks: Monday and Friday December 10 and 14, 4-6 pm. Monday December 17, 1-2 pm. Tuesday December 18, 10-12 am.

GSI: T Hall, hthall@math.berkeley.edu

Web page: http://www.math.berkeley.edu/~hthall/

Discussion section: Wednesday 3-4, 329 LeConte.

Office Hours: Tu 3-4 and Th 10-11 in the Evans basement computer lab; Wed 12:10 - 1:00 in 1008 Evans.

Announcements and handouts (in PDF and PostScript):

• Dec 12. Sample final exam problems: PDF PS
• Oct 25. Midterm problems PDF PS and solutions PDF PS
• Oct 22. Solutions to problem sets #6 and #7 are here, and #3 and #4 have been posted on Tracy's web site above.
• Oct 15. Sample midterm problems: PDF PS
• Oct 10. Solutions to problem set #1 have been posted on Tracy's web site above. The midterm on Oct 25 will cover Chaps 1-4 plus Handouts 1--5: matlab, floating-point errors and error bounds, polynomial interpolation and numerical integration.
• Oct 9. Handout #5 on orthogonal polynomials and Gaussian quadrature: PDF PS
• Oct 2. The midterm has been postponed to Oct 25 by popular demand. For this week, read Chapter 4 on numerical integration and handout #4 on not-a-knot splines and diagonal dominance: PDF PS
• Sept 20. Handout #3 on trigonometric interpolation and the FFT: PDF PS
• Sept 17. For this week, please read Section 2.4 and Chapter 3, plus handout #2 on interpolation: PDF PS
• Sept 2. Handout #1 on error analysis is available: PDF PS
• For the first week, please read Chapter 1 of the text, practice the examples on the computer, and read Prof Kahan's notes on the IEEE 754 floating-point standard (focus on pages 1-4): PDF PS

Problem sets

• Problem Set 11: Due Tuesday Dec 11. PDF PS
• Problem Set 10: Due Tuesday Nov 27 in class. PDF PS Solutions: PDF PS
• Problem Set 9: Due Thursday Nov 15 in class. PDF PS Solutions: PDF PS
• Problem Set 8: Due Thursday Nov 8 in class. PDF PS Solutions: PDF PS
• Problem Set 7: Due Thursday Oct 18 in class. PDF PS Solutions: PDF PS
• Problem Set 6: Due Thursday Oct 11 in class. PDF PS Solutions: PDF PS
• Problem Set 5: Due Thursday Oct 4 in class. PDF PS
• Problem Set 4: Due Thursday Sept 27 in class. PDF PS Solutions: PDF PS
• Problem Set 3: Due Thursday Sept 20 in class. PDF PS
• Problem Set 2: Due Thursday Sept 13 in class. PDF PS Solutions: PDF PS
• Problem Set 1: Due Thursday Sept 6 in class. Jeff Huang pointed out a typo in Van Loan's Problem 1.5.1: "dot" should be "dot3". PDF PS

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 (Chapters 2 and 3).
• Numerical integration: basic rules and adaptive strategies (Chapter 4).
• Matrix computations: linear systems, least squares problems, QR and LU factorizations (Chapters 5 through 7).
• Nonlinear equations: bisection, Newton and secant methods and numerical optimization (Chapter 8).
• Initial value problems for systems of ordinary differential equations. Runge-Kutta and Adams methods (Chapter 9).

Midterm: October 11 in class, covering Chapters 1 through 4.

Final: December 18, 12:30-3:30, covering Chapters 1 through 8.

Grading: Grades will be based on the best 10 problem sets (40%), midterm exam (20%), and final exam (40%). Late problem sets will not be accepted and there will be no make-up exams.

Course Control Number: 55098

Prerequisites: Math 53 and 54 or equivalent.

Required Text: Charles Van Loan, Introduction to Scientific Computing: A matrix-vector approach using MATLAB