MATH 105A: NUMERICAL ANALYSIS I
In this class, we study numerical methods for mathematical problems in Calculus and Linear Algebra. We start to understand how computers recognize numbers and do arithmetic. In order to solve mathematical problems using computers, we apply some discrete methods and check their accuracy or convergence. As a typical problem, we consider a nonlinear equation 'f(x)=0' and try to find its roots. We learn several numerical methods to approximate the roots from a simple algorithm to faster ones: Bisection method, Fixed-Point iteration, Newton’s method, and Secant method. Especially, we check how they are derived and how they work. Moreover, various massive computations in Linear Algebra can be performed by computers. We learn matrix decompositions and iterative techniques to numerically solve a system of linear equations denoted as 'Ax=b'. We also cover the power methods to approximate eigenvalues of matrices.
Discussion Notes
Note 1: Review of Calculus
Note 2: Review of Calculus (continued) / Round-Off Errors and Computer Arithmetic
Note 3: Nested Arithmetic
Note 4: Algorithms and Convergence
Note 5: The Bisection Method
Note 6: The Bisection Method (continued) / Fixed-Point Iteration
Note 7: Fixed-Point Iteration (continued) / Newton's Method and Its Extensions
Note 8: Secant Method / Linear Systems of Equations
Note 9: Newton's Method in Optimization
Note 10: Pivoting Strategies
Note 11: Linear Algebra and Matrix Inversion
Note 12: The Transpose of Matrices and Determinant
Note 13: Linear Systems
Note 14: LU Decomposition
Note 15: Norms of Vectors and Matrices / Eigenvalues and Eigenvectors
Note 16: The Iterative Techniques / Linear Algebra and Eigenvalues
Note 17: Gram-Schmidt Process / The Power Method
Quizzes
Quiz 1 (Sol): Review of Calculus
Quiz 2 (Sol): Round-Off Errors and Computer Arithmetic
Quiz 3 (Sol): The Bisection Method / Fixed-Point Iteration
Quiz 4 (Sol): Newton's Method / Linear Systems of Equations
Group Quiz 5: Pivoting Strategies
Quiz 6 (Sol): Linear Algebra and Matrix Inversion / The Transpose of Matrices and Determinant
Quiz 7 (Sol): Linear Systems / LU Decomposition
Quiz 8 (Sol): Norms of Vectors and Matrices / Eigenvalues and Eigenvectors / Gram-Schmidt Process