Contents |
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Course Code
IAM 561 (9700561)
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Credit
(3-0) 3
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Prerequisites
Consent of instructors
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Content/Aim
The objective of this course is to provide students mathematical foundations of numerical methods to analyze their stability, accuracy and computational complexity and demonstrate their performance by examples.
Computer Arithmetic, Systems of Linear Equations, Linear Least Squares, Eigenvalue Problems, Partial Differential Equations, Iterative Methods. Coursework and computer lab with MATLAB.
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Learning Outcomes
At the end of this course students should be able to tackle problems of real phenomena in science, engineering and finance using scientific computing tools.
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Suggested Textbooks
- M.T. Heat, “Scientific Computing”, McGraw Hill, 1997, Q183.9.H4
- A. Quarterioni, R. Sacco, F. Saleri, “Numerical Mathematics”, Springer, 2000, QA297.Q83
- C.F. van Loan, “Introduction to Scientific Computing”, Prentice Hall, 1999, QA76.95 V35.
- MATLAB 6.1
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Outline
- 1. week Computer Arithmetic
- 2. week Linear Systems
- 3. week Sensitivity and Conditioning of Linear Systems
- 4. week Solving of Linear Systems
- 5. week Linear Least Squares
- 6. week Problem Transformations
- 7. week Orthogonalization Methods
- 8. week Eigenvalue Problems
- 9. week Computing Eigenvalues and Eigenvectors
- 10. week Computing Singular value decomposition
- 11. week Partial Differential Equations
- 12. week Time dependent and independent problems
- 13. week Direct methods for PDEs
- 14. week Iterative Methods for PDEs