Skip to content

petermchale/math105A

Repository files navigation

Math 105A Numerical Analysis

Instructor: Peter McHale

Course webpage: https://eee.uci.edu/17f/44635

Getting set up for the Lab section (the software below is FREE!)

In what follows, you will need to access the 'command line'. On a Mac, this is done by opening the Terminal app. On the lab (Windows) machines, this is done via Start -> Anaconda Prompt (type this into the search field to locate the program). Your TA will help you with this.

If on your own machine, install Python and Jupyter by installing Anaconda (Python 3.x version). Anaconda conveniently installs Python, the Jupyter Notebook, and other commonly used packages for scientific computing. Please type

conda create -n math105A python=2 ipython-notebook --yes

at the Terminal (Mac) or Anaconda (Windows) prompt to create a conda environment using Python 2. Then activate the environment. Your TA will help you with this.

If you are working at a lab computer, which already has Python and Jupyter installed, then type python --version at the command prompt to check the version of Python that is installed. It will hopefully say Python 2.x, which is what we will use in this course.

Open a Jupyter notebook by navigating to the directory in which it is located (the cd command is useful here, as is the ls command in Terminal or equivalently, the dir command in Windows) and typing jupyter notebook at the command prompt. A tab will open in your browser revealing the contents of the current directory. Seek out the TA for help.

Once you’re finished editing/running your notebook, press ctrl-c twice at the command prompt.

If Jupyter complains that a specific package is missing when you run your notebook, then return to the command line, execute conda install <name of package>, and re-run the offending notebook cell.

PLEASE BRING USB DRIVE TO LAB TO SAVE YOUR WORK.

Schedule

In the table below, Sections refers to sections of Numerical Analysis, R.L. Burden and J.D. Faires, 9th Edition. If you're new to programming, then you might like to consult the following book, though it is by no means compulsory: Scientific Computation: Python Hacking for Math Junkies, by B. Shapiro.

Click on the links to see nbviewer-rendered versions of the lecture.

Wk Date Lec Sections Topics
0 9/29 1 1.1 Review of calculus
1 10/2 2 1.2 Round-off errors and computer arithmetic
10/4 3 2.1 Bisection Method
10/6 4 2.2 Fixed-point iteration
2 10/9 5 2.3 Newton’s method
10/11 6 2.4 Error analysis/Convergence
10/13 7 2.6 Zeros of polynomials
3 10/16 8 6.1 Gaussian elimination
10/18 9 6.1 Algorithm complexity
10/20 10 6.1, .2 Algorithmic deficiencies of Gaussian elimination
4 10/23 11 6.2 Pivoting strategies
10/25 12 6.3-6.4 Matrix inversion and Determinants
10/27 13 6.5 LU factorization
5 10/30 14 6.5 PLU factorization
11/1 Review of previous exams
11/3 1, 2, 6 Midterm Exam
6 11/6 15 7.1 Norms of vectors and matrices
11/8 16 7.2, 9.1 Eigenvalues, Spectral radius
11/10 No class Veterans’ Day
7 11/13 17 7.3 Iterative Methods: Jacobi Method
11/15 18 7.3 Gauss-Seidel Method; convergence
11/17 19 7.4 Accelerating convergence
8 11/20 20 Applications of Linear Systems
11/22 21 9.1 Orthogonality (Gram Schmidt)
11/24 No class Thanksgiving
9 11/27 22 9.3 Power method
11/29 23 9.5 QR factorization
12/1 24 9.5 QR factorization (cont); QR eigenvalue algorithm
10 12/4 25 9.6 SVD theory
12/6 26 9.6 SVD examples
12/8 27 Review of previous exams
11 12/11 1, 2, 6, 7, 9 Final Exam 1.30pm – 3.30pm

Acknowledgements

The first half of this course is adapted from Tom Trogdon's course.