Numerical Analysis Lecturer: Professor Endre Sli u

Section A, Honour School of Mathematics; Section A, Honour School of Mathematics & Statistics, Part B, Honour School of Computer Science; Part A, Honour School of Computer Sci.; Part A, Honour School of Mathematics & Computer Sci.; Part B, Honour School of Mathematics & Computer Sci. http://www.maths.ox.ac.uk/courses/course/12512/material

1. Overview. Scientic computing pervades our lives: modern buildings and structures are designed using it, medical images are reconstructed for doctors using it, the cars and planes we travel on are designed with it, the pricing of instruments in the nancial market is done using it, tomorrows weather is predicted with it. The derivation and study of the core, underpinning algorithm for this vast range of applications denes the subject of Numerical Analysis. This course gives an introduction to that subject. Through studying the material of this course students should gain an understanding of numerical methods, their derivation, analysis and applicability. They should be able to solve certain mathematically posed problems using numerical algorithms. This course is designed to introduce numerical methods i.e., techniques that lead to the (approximate) solution of mathematical problems, which are usually implemented on computers. The course covers derivation of useful methods and analysis of their accuracy and applicability. 2. Structure of the course. The course begins with a study of methods and errors associated with computation of functions that are described by data values (interpolation or data tting). Following this we turn to numerical methods of linear algebra, which form the basis of a large part of computational mathematics, science, and engineering. Key ideas here include algorithms for linear equations, least squares, and eigenvalues built on LU and QR matrix factorizations. The course will also include the simple and computationally convenient approximation of curves: this includes the use of splines to provide a smooth representation of complicated curves, such as those that arise in computer aided design. Use of such representations leads to approximate methods of integration. Techniques for improving accuracy through extrapolation will also be described. The course requires elementary knowledge of functions and calculus and of linear algebra. Although there are no assessed practicals for this course, the classwork will involve a mix of written work and MATLAB programming. No previous knowledge of MATLAB is required. Specically, Numerical Analysis has 16 lectures, no practicals, and 7 classes per term. There will be some simple use of MATLAB, which will be demonstrated both in lectures and in the classes. 3. Learning outcomes. At the end of the course the student will know how to: Find the solution of linear systems of equations. Compute eigenvalues and eigenvectors of matrices. Approximate functions of one variable by polynomials and piecewise polynomials (splines). Compute good approximations to one-dimensional integrals. Increase the accuracy of numerical approximations by extrapolation. Use MATLAB to achieve these goals. 4. Synopsis. Lagrange interpolation (1 lecture), Newton-Cotes quadrature (2 lectures) Gaussian elimination and LU factorization (2 lectures), QR factorization (1 lecture), Eigenvalues: Gershgorins theorem, symmetric QR algorithm (3 lectures), Best approximation in inner product spaces, least squares, orthogonal polynomials (4 lectures), Piecewise polynomials, splines (2 lectures) Richardson Extrapolation (1 lecture) 5. Syllabus. Lagrange interpolation (1 lecture), Newton-Cotes quadrature (2 lectures) Gaussian elimination and LU factorization (2 lectures), QR factorization (1 lecture), Eigenvalues: Gershgorins theorem, symmetric QR algorithm (3 lectures), Best approximation in inner product spaces, least squares, orthogonal polynomials (4 lectures), Piecewise polynomials, splines (2 lectures) Richardson Extrapolation (1 lecture) 6. Reading list. You can nd the material for this course in many introductory books on Numerical Analysis, e.g.: 1

1. A. Quarteroni, R. Sacco and F. Saleri, Numerical Mathematics, Springer, 2000. 2. K.E. Atkinson, An Introduction to Numerical Analysis, 2nd Edition, Wiley, 1989. 3. S.D. Conte and C. de Boor, Elementary Numerical Analysis, 3rd Edition, Graw-Hill, 1980. 4. G.M. Phillips and P.J. Taylor, Theory and Applications of Numerical Analysis, 2nd Edition, Academic Press, 1996. 5. W. Gautschi, Numerical Analysis: An Introduction, Birkhauser, 1977. 6. H.R. Schwarz, Numerical Analysis: A Comprehensive Introduction, Wiley, 1989. The main recommended book for this course, however, is: E. Sli and D.F. Mayers, An Introduction to Numerical Analysis, CUP, 2006 (2nd printing). u [The relevant chapters of this are: 6, 7, 2, 5, 9, 11.] 7. Lecture notes, Lecture slides, Problem sheets, Class schedule, MATLAB Scripts: These can be downloaded from: http://www.maths.ox.ac.uk/courses/course/12512/material 8. Classes. There will be 7 one-hour classes in Weeks 28 inclusive associated with the course. These will be held in the Mathematical Institute. The schedule of the classes, and the names of the class tutors and markers are posted on the webpage under item 7 above. Submission of work : Please hand in your work in the basement of the Mathematical Institute (St. Giles) in the cardboard box marked by the name of the Class Tutor/Teaching Assistant for your class, with your name and the name of your Teaching Assistant clearly indicated on the front page of your script. Deadline: Monday 5pm in the week in which the class is held. 9. Computing facilities. There is a university license that allows any undergraduate to install MATLAB on their own machine free of charge. Details about software for personal machines are posted on http://www.maths.ox.ac.uk/help/software and, in particular for MATLAB, on http://www.maths.ox.ac.uk/help/software/matlab The page will redirect you to the OUCS system that provides you with installation instructions and the license le. Note: For students who do not have their own computer, the Mathematical Institutes support team can arrange a computer account on the Institutes system, which will allow them to use the computers in the public computer rooms (e.g. G5b or DH28). Mathematics students who wish to have a Mathematical Institute computer account (in addition to their college account) should complete the application form for an account, available from the webpage: http://www.maths.ox.ac.uk/help/facilities-access 10. Contact information. If you have any questions, please contact me at the e-mail address: endre.suli@maths.ox.ac.uk My other contact details are posted on: http://www.maths.ox.ac.uk/people/profiles/endre.suli