Numerical Methods

• Instructor: Chih-Jen Lin, Room 413, CSIE building.
• TA: Chen-Tse Tsai ctse.tsai at gmail.com (You may find him in lab 528)

  Your HW/exam scores

• Time: Monday 2:20-5:10, room 105
  We have a 20-minute break at around 3:35.
• This course will be taught in English. We will use the blackboard except some non-mathematics parts. You are assumed to take notes.
• Slides (in pdf):
  • part1
  • part2
• Textbook: no
• References:
  • What Every Computer Scientist Should Know About Floating-Point Arithmetic David Goldberg, ACM Computing Surveys, 1991.
  • Matrix computation, Third edition, Golub and Van Loan, Johns Hopkins Univ. Press, 1996. This is a very good book. I do recommend you to buy a copy.
  • A practical introduction to Matlab by Mark S. Gockenbach
• FAQ of this course is here

Course Outline

• Floating point operations
• Basic Numerical Methods
• Numerical linear algebra
• Interpolation and approximation
• Performance tuning and benchmarks

We will particularly focus on numerical linear algebra.

Homework

• HW1, due on March 8. (see slides)
• HW2, due on March 21.
• HW3, due on April 12.
• HW4, due on April 26.
• HW5, due on May 17.

  Use the matrix s3dkt3m2 at Matrix Market. For the linear system, set b to be the vector of ones.

• HW6, due on June 7.
• HW7, due on June 21 (the day of the final exam).

Exams

• Midterm 1: March 29, 2010
  See exam questions last year
• Midterm 2: May 10, 2010
  Note that the exam will start at 3pm.
  See exam questions last year; note that we have not taught materials for problem 3.
• Final: June 21, 2010. Last year we didn't have the final exam, so no past questions are available
  For midterms, discussions will be in the following week. For the Final exam, it will be on June 23, 2010 12pm (room 105 or any available room on the 1st floor).

Grading

Some (usually 10%) may fail if they don't work hard.

FAQ