18.330 Numerical Analysis (2008)

Contents 1 Homework 1.1 Written Assignments 1.2 Computer Assignments 2 Mid-Terms and Final 3 General 4 Grades 5 Syllabus

Homework

Written Assignments

1. Due Feb. 15

Computer Assignments

For help with learning Matlab I can offer some resources:

• A tiny sample of what Matlab can do.
• Course notes from a Matlab course that I gave over IAP
• The official Mathworks user guide to Matlab

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1. Due Feb 20

Mid-Terms and Final

• Mid Term 1: Mar 10, 2008

General

Instructor	Yossi Farjoun
Prerequisites	18.03 or 18.034
Textbook	Numerical Analysis, Burden and Faires however, it is not required. Do not feel obliged to buy this book.
Reader	http://math.mit.edu/~yfarjoun/teaching/2008/18.330/reader.pdf is a Work-In-Progress reader. More about this Reader
Location	MWF 2-3pm in 2-132
Office hours	2-334 TR 3:30-5pm
Website	http://scripts.mit.edu/~yfarjoun/homepage/index.php?title=18.330_Numerical_Analysis

Grades

The course will have written assignments, programming assignments, quizzes, mid-terms and a final. The grade will be determined by averaging:

• 10% Quizzes (about 5 throughout the semester)
• 10% Written H/W (about 10 total) No late submissions, grade is based on best 70%
• 25% Programming H/W (about 6 total) Must submit all but 1 to pass course
• 15% Each of 2 midterms (The first one is scheduled for Mar 10, 2008) Midterm 1 is "protected" by Midterm 2, and Midterm 2 by the final
• 25% Final

Syllabus

• Calculus Review
• Iterative solutions of algebraic equations
  • Chord method
  • Secant method
  • Newton's method
• Enough Linear Algebra for our needs
  • Solution of triangular systems
  • LU decomposition of tri-diagonal matrixes
• Solution of non-linear ODE
• Numerical Interpolation
  • Polynomial
  • Spline
• Numerical Integration
  • Trapezoidal Rule
  • Simpson's Method
• Numerical Solutions to PDE (Introduction)