Math 502 Numerical Analysis I

• Instructor:  Hailiang Liu
• Office : Carver 434; Tel:  515-294-0392
• Office hours:   MW  1:00--2:00pm  +  by appointment
• Homepage  http://orion.math.iastate.edu/hliu/teaching/502.1.06f/
• Lectures:   MWF 10:00AM -10:50AM,  Carver Hall 0196

• Course Description: a course focusing on some of the central problems which arise in application of mathematics, the development of constructive methods for their numerical solutions and the study of the associated questions of accuracy. 
• Topics to be covered in Math 502 +503:
  • Numerical linear algebra --- Matrix decomposition (LU+QR) and eigenvalue problems
  • Nonlinear equations and optimizations --- Newton, Quasi-Newton, ...
  • Data and signal analysis --- Interpolation, Splines, Least Square fitting, Fourier transforms
  • Numerical Integration --- Simple integration rules, Gaussian quadratures
  • Differential equations ---Numerical differentiation, Euler, Runge-Kutta
  
  
• Official Catalog Entry (Math 502):  
(3-0) Cr. 3. F . Prereq: 414 or 501
                 Numerical  linear algebra including eigenvalue problems;  
                 Numerical solution of nonlinear equations and optimization problems.
• Text:     Lecture notes +  Guenther Haemmerlin & Karl-Heinz Hoffmann, Numerical Mathematics, Springer Verlag, 1991.
• Other references:   (1)James W. Demmel,   Applied Numerical Linear Algebra, SIAM, 1997

                                 (2) J. E. Dennis, Jr. and Robert B. Schnabel,
                                     Numerical Methods for Unconstrained  Optimization and Nonlinear Equations
                                     SIAM Classics in Applied Mathematics, 1996.