CS/MATH 3414: Numerical Methods

Instructor: Dr. Yang Cao, ycao@cs.vt.edu,

Office Location: 2160L Torgersen Hall

Office Hours: TR, 9:30am-10:30am or by appointment.

Class Location: McB 209, Class time: TR, 11:00am-12:15pm

Web page: www.cs.vt.edu/~ycao/cs3414/ and scholar system

GTA: Shuo Wang (wangshuo@vt.edu) and Mingming Liu (mingml@vt.edu) (Office Hour: MW: 10-11am (shuo) and 1-2pm (Mingming) ) Location: 106/110 McBryde

Prerequisites: MATH 2214, MATH 2224

Topics Covered:

1.     floating point arithmetic

2.     roots of equations

3.     polynomial interpolation

4.     numerical differentiation

5.     numerical integration

6.     numerical linear algebra

(The following topics may not be covered due to limited time.)

7.     least squares

8.     numerical solution of ordinary differential equation

9.     eigenvalue problems

Text:

            Amos Gilat and Vish Subramaniam, Numerical Methods for Engineers and Scientists: An Introduction with Applications Using MATLAB, 2 nd Ed., John Wiley and Sons Inc., 2010

References:

            W. Cheney and D. Kincaid, Numerical Mathematics and Computing, 4th Ed., Brooks/Cole, 1999, (or 3rd Ed, 1985)

            Daulquist, Numerical Methods, Prentice-Hall, 1974

            Henrici, Elements of Numerical analysis, Wiley, 1964

            C. Moler, Numerical Computing with MATLAB (available online or from SIAM)

Teaching

            Lectures in this class will have a combination of powerpoint slides showing and blackboard writing. PDF files for the powerpoint slides are to be used, they will be available through the scholar system. They can help you take notes. But please note that they are too brief to replace your notes in the class, especially for the mathematical derivation. Class participation is emphasized in this class.

Grading policy:

            The course grade consists of five parts, two midterms (10% and 15%), one final exam (20%), course projects (25%), homework (20%), participation (in and out of class) and quizzes (10%). Matlab is required as the programming language for class projects. Late homework will not be accepted. The final grade will be curved.

Disabilites:

            Please let me know if you have a disability which requires special arrangements.


Honor System:

            The University Honor System applies to all academic work at the university, including this course and all the assignments. For details, check http://www.honorsystem.vt.edu/.