Numerical Methods

• Instructor: Chih-Jen Lin, Room 413, CSIE building.
• TA: Chien-Chih Wang d98922007 at ntu.edu.tw (TA hour: Th 10-12 in lab 528)

  Your HW/exam scores

• Time: Tuesday 10:20-13:10, room 105
  We have a 20-minute break at around 11:30. So the class will end at 13:00.
• 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 22. (see slides)
• HW3, due on April 12.
• HW4, due on April 26.
• HW5, due on June 7.

Exams

For each exam, only materials after the previous exam are covered. They may not be exactly the same as the previous years due to the teaching schedule.

• Midterm 1: March 29, 2011
  See exam questions last year
• Midterm 2: May 10, 2011
  See exam questions last year
• Final: June 14, 2011.
  See exam questions last year
  

For midterms, discussions will be in the following week. For the Final exam, it will be at 12:20pm, June 17 (room 105).

Grading

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

FAQ