| Math 502 |
| Numerical Analysis I |
Tentative Course Plan
Week 1 21-25 August
08/21 --- Overview of Scientific Computation;
08/23 --- Floating point Arithmetic & Error bounds;
08/25 --- Algorithm & Complexity.
Week 2 28 August-1 September
08/28 --- Gauss Elimination & Triangular decomposition;
08/30 --- Pivoting & Complexity;
09/01 --- The Cholesky decomposition;
Week 3 4-8 September
09/04 --- (no class) University Holiday
09/06 --- The QR decomposition of householder;
09/08 --- The householder algorithm;
Week 4 11-15 September
09/11 ---Complexity comparisons;
09/13 --- Norms of Vector and Matrix;
09/15 --- Error bounds;
Week 5 18-22 September
09/18 --- Ill-conditioned problems.
09/20 --- SVD and Pseudo-normal solution;
09/22 --- Summary of $Ax=b$.
Week 6 25-- 29 September
09/25 --- The Householder method;
09/27 --- Eigenvalues for Hessenberg Matrix;
09/29 --- Jacobi-rotation & Eigenvalue estimates;
Week 7 2-6 October
10/02 ---The power method.
10/04 --- The Rayleigh quotient;
10/06 --- The QR Algorithms
Week 8 9-13 October
10/09 --- Midterm
10/11 --- The practical QR Algorithms
10/13 --- Summary of eigenvalue solver (second half semester begins)
Week 9 16-20 October
10/16 --- General iteration methods and their convergence;
10/18 --- Stationary iterative methods for Ax=b (Matrix splitting )
10/20 --- The Jacobi & The Gauss-Seidel method, SOR
Week 10 23-27 October
10/23 --- Convergence of Jacobi-Gauss-Seidel-SOR family
10/25 --- The Krylov subspace method
10/27 --- The Conjugate gradient method
Week 11 30 October -3 November
10/30 --- Convergence of the CG method;
11/01 --- Preconditioner;
11/03 --- Other Krylov subspace methods (CGNR, CGNE);
Week 12 6-10 November
11/06--- GMRES iteration
11/08 --- Nonlinear problems
11/10 --- 1-D variation of Newton's methods;
Week 13 13-17 November
11/13 --- Newton's method for F(x)=0;
11/15 --- Newton method for unconstrained optimization;
11/17 --- Quasi-Newton and Broyden's method;
*** Thanksgiving Break 20-24 November ***
Week 14 27 November-01 December
11/27 --- Global convergent strategy and fast local strategy;
11/29 --- Line Search Algorithm;
12/01 --- More on global convergence.
Week 15 4-8 December
12/04 --- Review 1
12/06 --- Review 2
12/08 --- Final discussion
Final Week 11--15 December