Numerical Analysis

MAT4001 at CUHKSZ




Course Description


About this subject

Numerical analysis is the study of algorithms that use numerical approximation (as opposed to general symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). Numerical analysis naturally finds application in all fields of engineering and the physical sciences, but in the 21st century also the life sciences, social sciences, medicine, business and even the arts have adopted elements of scientific computations. As an aspect of mathematics and computer science that generates, analyzes, and implements algorithms, the growth in power and the revolution in computing has raised the use of realistic mathematical models in science and engineering, and complex numerical analysis is required to provide solutions to these more involved models of the world.

Before the advent of modern computers, numerical methods often depended on hand interpolation in large printed tables. Since the mid 20th century, computers calculate the required functions instead. These same interpolation formulas nevertheless continue to be used as part of the software algorithms for solving differential equations.

Numerical analysis continues this long tradition of practical mathematical calculations. Much like its tradtion, modern numerical analysis does not seek exact answers, because exact answers are often impossible to obtain in practice. Instead, much of numerical analysis is concerned with obtaining approximate solutions while maintaining reasonable bounds on errors.

For more details, see the Wikipedia page on numerical analysis.


Course information

Course outline

Here is the course outline of the course MAT4001.

Prerequisites

  • MAT1003 Mathematical Analysis I (or, MAT1001 Calculus I)
  • MAT1004 Mathematical Analysis II (or, MAT1002 Calculus II)
  • MAT2040 Linear Algebra

Textbook

  • Richard L. Burden, J. Douglas Faires, and Annette M. Burden, Numerical Analysis, 10th edition, Cengage Learning, 2015.

Reference books

Office hour

Time: Friday 15:00 -- 17:00; Other time by appointment.


Course Documents


Notes, Slides and Problem Sets

Chapter Notes Slides Assignments
1 Introduction 1 Introduction to Computer Arithmetic and Numerical Analysis
2 A Single Nonlinear Equation 2 Bisection method; Fixed-point iteration I and II; Newton's method; Secant method Assignment 1
3 Interpolation 3 Lagrange interpolation I and II; Divided difference; Hermite interpolation I and II; Cubic splines I, II and III Assignment 2
Mid-term Test
4 Numerical Integration and Differentiation 4 Numerical differentiation I and II; Trapezoidal rule and Simpson's rule; Composite rules; Romberg integration; Gaussian quadrature Assignment 3
5 Linear System 5 Direct Methods: Gaussian elimination; Pivoting; LU decomposition; Iterative Methods: Norms; Eigenvalues and eigenvectors; Jacobi iterative method; Gauss-Seidel iterative method; SOR method Assignment 4
6 Linear Least Square Data Fitting 6 Assignment 5
Final Exam


Online Resources

# Resourse Author Institue
Course Homepage Elementary Numerical Analysis Kendall E. Atkinson Iwoa
Course Homepage TF502 Numerical Analysis Boris Houska ShanghaiTech
Lecture Notes Lecture Notes on Numerical Analysis Peter J. Olver Minnesota
Lecture Notes Introduction to Numerical Analysis Doron Levy Maryland
Online Course Introduction to Numerical Analysis Laurent Demanet MIT
Lecture Notes Lecture Notes on Numerical Methods Tiejun Li PKU
Matlab Tutorial Numerical Computing with MATLAB Cleve Moler MathWorks