CS 3414 -- Numerical Methods
Dr. Allison
Spring 1998


Office Hours

Dr. Allison (held in McB 626):
Mon,Fri: 2:00 - 3:30
Wed: 10:00 - 11:30

GTA

Jeremy Rotter (held in McB 116/118):
Thu, 10:00-1:00


Syllabus

The course syllabus is available in both HTML and Microsoft Word formats.
NOTE: Your web browser may not recognize Microsoft Word documents. To download the file, hold down on shift and then click on it.

Announcements

Final Grades are now posted.

The final will be held in the lecture classroom on Wednesday, May 6 at 1:05.


Assignments

These are all in Microsoft Word 97 format. You may need to shift-click to download them if your browser does not recognize the extension.

Lab Material

Labs

All the notebooks used in the lab were created with Mathematica version 3.0, and have been converted to the other forms from it. As a result, we make no guarantees about how readable the postscript versions are. In some cases, we may also use commands in Mathematica 3.0 that were not available in version 2.2.

Useful Links


Course Outline

  1. Introduction to Numerical Computation
  2. - Mistakes, errors, rounding and truncation errors
  3. Computer Arithmetic
  4. - Floating point numbers, range, precision, EPS
  5. Linear Systems
  6. - Matrix formulation, sparse and stored matrices, Gaussian elimination, partial pivoting, iterative methods, Gauss-Seidel method, sparse matrix storage
  7. Finite Differences
  8. Taylor Series, tables, effect of errors
  9. Interpolation
  10. - Definition of the problem, difference formulae, Lagrange interpolation, cubic splines
  11. Numerical Differentiation and Integration
  12. - Problems with differentiation, Trapezoidal and Simpson formulae, interval halving, h^2 extrapolation, Gaussian quadrature and related formulae
  13. Root Finding
  14. - Bisection, secant, Newton methods and extensions
  15. Linear Least Squares
  16. - Exploring data, normal equations, orthogonal transformations
  17. Ordinary Differential Equations
  18. - Initial and boundary value problems, Euler and Runge-Kutta methods, Multi-step methods

jrotter@vt.edu