Difference between revisions of "MAT3633"

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==Topics List==
 
==Topics List==
 
{| class="wikitable sortable"
 
{| class="wikitable sortable"
! Date !! Sections !! Topics !! Prerequisite Skills !! Student Learning Outcomes
+
! Date !! Sections [Sauer 3rd ed] !! Topics !! Prerequisite Skills !! Student Learning Outcomes
 
|-
 
|-
 
| Week.1
 
| Week.1
Line 330: Line 330:
 
* Convert a matrix into UHF by Householder reflectors
 
* Convert a matrix into UHF by Householder reflectors
  
==Topics List B Wiki Format ==
 
{| class="wikitable sortable"
 
! Date !! Sections !! Topics !! Prerequisite Skills !! Student Learning Outcomes
 
|-
 
|Week 1
 
||
 
* Section 0.2: Loss of significant digits
 
||
 
* [[Loss of Significant Digits]]
 
||
 
* Binary Number System
 
* Taylor's Theorem
 
||
 
* Nested Multiplication for Evaluating Polynomials
 
* Machine Representation of Real Numbers
 
* Loss of Significant Digits in Numerical Computing
 
* Review of Taylor's Theorem
 
|-
 
|Week 1
 
||
 
* Section 0.2: Loss of significant digits
 
||
 
* [[Nested Multiplication]]
 
||
 
* Binary Number System
 
* Taylor's Theorem
 
||
 
* Nested Multiplication for Evaluating Polynomials
 
* Machine Representation of Real Numbers
 
* Loss of Significant Digits in Numerical Computing
 
* Review of Taylor's Theorem
 
|-
 
|Week 1
 
||
 
* Section 1.1: Fixed-Point Iteration
 
||
 
* [[Bisection Method]]
 
||
 
* Intermediate Value Theorem
 
||
 
* Bisection Method and Implementation
 
* Brief Introduction to Matlab
 
|-
 
|Week 2
 
||
 
* Section 1.2: Fixed-Point Iteration
 
||
 
* [[Fixed-Point Iteration]]
 
||
 
* Limit of Sequences
 
* Solution Multiplicity of Equations
 
||
 
* Geometric Interpretation of Fixed-Point Iteration
 
* Convergence of Fixed Point Iterations
 
* Order of Convergence of Iterative Methods
 
|-
 
|Week 2
 
||
 
* Section 1.2: Fixed-Point Iteration
 
||
 
* [[Order of Convergence of Iterative Methods]]
 
||
 
* Limit of Sequences
 
* Solution Multiplicity of Equations
 
||
 
* Geometric Interpretation of Fixed-Point Iteration
 
* Convergence of Fixed Point Iterations
 
* Order of Convergence of Iterative Methods
 
|-
 
|Week 2
 
||
 
* Section 1.3: Limits of Accuracy: Conditioning of Problems
 
||
 
* [[Wilkinson Polynomial]]
 
||
 
* Limit of Sequences
 
* Solution Multiplicity of Equations
 
||
 
* Sensitivity Analysis of Root-Finding
 
* Error Magnification Factor for Solution of Equations
 
|-
 
|Week 3
 
||
 
* Section 1.4: Newton's Method
 
||
 
* [[Newton's Method]]
 
||
 
* Remainder of Taylor's Series
 
* Intermediate Value Theorem
 
* Fixed-Point Iteration
 
||
 
* Algebraic and Geometric Interpretation of Newton's method
 
* Error Analysis for Newton's Method Based on Taylor's Theorem
 
* Newton's Method as a Fixed Point Iteration
 
* Modified Newton's Method and its Rate of Convergence
 
|-
 
|Week 3
 
||
 
* Section 1.4: Newton's Method
 
||
 
* [[Error Analysis for Newton's Method]]
 
||
 
* Remainder of Taylor's Series
 
* Intermediate Value Theorem
 
* Fixed-Point Iteration
 
||
 
* Algebraic and Geometric Interpretation of Newton's method
 
* Error Analysis for Newton's Method Based on Taylor's Theorem
 
* Newton's Method as a Fixed Point Iteration
 
* Modified Newton's Method and its Rate of Convergence
 
|-
 
|Week 3
 
||
 
* Section 1.4: Newton's Method
 
||
 
* [[Modified Newton's Method]]
 
||
 
* Remainder of Taylor's Series
 
* Intermediate Value Theorem
 
* Fixed-Point Iteration
 
||
 
* Algebraic and Geometric Interpretation of Newton's method
 
* Error Analysis for Newton's Method Based on Taylor's Theorem
 
* Newton's Method as a Fixed Point Iteration
 
* Modified Newton's Method and its Rate of Convergence
 
|-
 
|Week 3
 
||
 
* Section 1.4: Newton's Method
 
||
 
* [[Root-Finding Without Derivatives]]
 
||
 
* Remainder of Taylor's Series
 
* Intermediate Value Theorem
 
* Fixed-Point Iteration
 
||
 
* Algebraic and Geometric Interpretation of Newton's method
 
* Error Analysis for Newton's Method Based on Taylor's Theorem
 
* Newton's Method as a Fixed Point Iteration
 
* Modified Newton's Method and its Rate of Convergence
 
|-
 
|Week 3
 
||
 
* Section 1.4: Newton's Method
 
||
 
* [[Secant Method and its Convergence]]
 
||
 
* Remainder of Taylor's Series
 
* Intermediate Value Theorem
 
* Fixed-Point Iteration
 
||
 
* Algebraic and Geometric Interpretation of Newton's method
 
* Error Analysis for Newton's Method Based on Taylor's Theorem
 
* Newton's Method as a Fixed Point Iteration
 
* Modified Newton's Method and its Rate of Convergence
 
|-
 
|Week 3
 
||
 
* Section 1.4: Newton's Method
 
||
 
* [[Method of False Position, Muller's Method]]
 
||
 
* Remainder of Taylor's Series
 
* Intermediate Value Theorem
 
* Fixed-Point Iteration
 
||
 
* Algebraic and Geometric Interpretation of Newton's method
 
* Error Analysis for Newton's Method Based on Taylor's Theorem
 
* Newton's Method as a Fixed Point Iteration
 
* Modified Newton's Method and its Rate of Convergence
 
|-
 
|Week 3
 
||
 
* Section 1.4: Newton's Method
 
||
 
* [[Stopping Criteria for Iterative Methods]]
 
||
 
* Remainder of Taylor's Series
 
* Intermediate Value Theorem
 
* Fixed-Point Iteration
 
||
 
* Algebraic and Geometric Interpretation of Newton's method
 
* Error Analysis for Newton's Method Based on Taylor's Theorem
 
* Newton's Method as a Fixed Point Iteration
 
* Modified Newton's Method and its Rate of Convergence
 
|-
 
|Week 3
 
||
 
* Section 1.5 Root-Finding Without Derivatives
 
||
 
* [[Secant Method]]
 
||
 
* Remainder of Taylor's Series
 
* Intermediate Value Theorem
 
||
 
* Secant Method and its Convergence
 
* Stopping Criteria for Iterative Methods
 
|-
 
|Week 3
 
||
 
* Section 1.5 Root-Finding Without Derivatives
 
||
 
* [[Method of False Position]]
 
||
 
* Remainder of Taylor's Series
 
* Intermediate Value Theorem
 
||
 
* Secant Method and its Convergence
 
* Stopping Criteria for Iterative Methods
 
|-
 
|Week 3
 
||
 
* Section 1.5 Root-Finding Without Derivatives
 
||
 
* [[Muller's Method]]
 
||
 
* Remainder of Taylor's Series
 
* Intermediate Value Theorem
 
||
 
* Secant Method and its Convergence
 
* Stopping Criteria for Iterative Methods
 
|-
 
|Week 3
 
||
 
* Section 1.5 Root-Finding Without Derivatives
 
||
 
* [[Stopping Criteria]]
 
||
 
* Remainder of Taylor's Series
 
* Intermediate Value Theorem
 
||
 
* Secant Method and its Convergence
 
* Stopping Criteria for Iterative Methods
 
|-
 
|Week 4
 
||
 
* Section 2.1 Solve Systems of Linear Equations: Gaussian Elimination
 
||
 
* [[Gaussian Elimination]]
 
||
 
* Elementary Row Operations
 
||
 
* Gaussian Elimination and its Operation Counts
 
* Gaussian Elimination with Pivoting
 
* Implementation of Gauss Elimination
 
|-
 
|Week 4
 
||
 
* Section 2.2 Solve Systems of Linear Equations: LU Decomposition
 
||
 
* [[LU Decomposition]]
 
||
 
* Matrix-Matrix Products
 
* Matrix-Vector Products
 
* Inverse Matrix
 
* Elementary Row Operations
 
||
 
* Matrices for Elementary Row Operations
 
* Gauss Elimination as Matrix Products
 
* Advantages of Solutions by LU Decomposition
 
|-
 
|Week 5
 
||
 
* Section 2.3 Error Analysis for Solution of Ax=b
 
||
 
* [[Norms]]
 
||
 
* Length of Vectors
 
* Eigenvalues of a Matrix
 
* Eigenvectors of a Matrix
 
||
 
* Various Norms for Vectors and Matrices: Compatibility of Vector and Matrix Norms
 
* Error Analysis for Solution of Ax=b
 
* Error Magnification Factor and Condition Number of Matrix
 
|-
 
|Week 5
 
||
 
* Section 2.3 Error Analysis for Solution of Ax=b
 
||
 
* [[Error Analysis for Solution of Ax=b]]
 
||
 
* Length of Vectors
 
* Eigenvalues of a Matrix
 
* Eigenvectors of a Matrix
 
||
 
* Various Norms for Vectors and Matrices: Compatibility of Vector and Matrix Norms
 
* Error Analysis for Solution of Ax=b
 
* Error Magnification Factor and Condition Number of Matrix
 
|-
 
|Week 5
 
||
 
* Section 2.3 Error Analysis for Solution of Ax=b
 
||
 
* [[Error Magnification Factor and Condition Number of Matrix]]
 
||
 
* Length of Vectors
 
* Eigenvalues of a Matrix
 
* Eigenvectors of a Matrix
 
||
 
* Various Norms for Vectors and Matrices: Compatibility of Vector and Matrix Norms
 
* Error Analysis for Solution of Ax=b
 
* Error Magnification Factor and Condition Number of Matrix
 
|-
 
|Week 5
 
||
 
* Section 2.5: Iterative Methods for Solving Ax=b
 
||
 
* [[Iterative Methods]]
 
||
 
* Length of Vectors
 
* Eigenvalues of a Matrix
 
* Eigenvectors of a Matrix
 
||
 
* Convergence of General Iterative Method for Solving System of Linear Equations
 
* Comparison of Gauss Elimination and Iterative Methods
 
|-
 
|Week 5
 
||
 
* Section 2.5: Iterative Methods for Solving Ax=b
 
||
 
* [[Jacobi Method]]
 
||
 
* Length of Vectors
 
* Eigenvalues of a Matrix
 
* Eigenvectors of a Matrix
 
||
 
* Convergence of General Iterative Method for Solving System of Linear Equations
 
* Comparison of Gauss Elimination and Iterative Methods
 
|-
 
|Week 5
 
||
 
* Section 2.5: Iterative Methods for Solving Ax=b
 
||
 
* [[Gauss-Seidel Method]]
 
||
 
* Length of Vectors
 
* Eigenvalues of a Matrix
 
* Eigenvectors of a Matrix
 
||
 
* Convergence of General Iterative Method for Solving System of Linear Equations
 
* Comparison of Gauss Elimination and Iterative Methods
 
|-
 
|Week 5
 
||
 
* Section 2.5: Iterative Methods for Solving Ax=b
 
||
 
* [[Successive-Over-Relaxation (SOR) Method]]
 
||
 
* Length of Vectors
 
* Eigenvalues of a Matrix
 
* Eigenvectors of a Matrix
 
||
 
* Convergence of General Iterative Method for Solving System of Linear Equations
 
* Comparison of Gauss Elimination and Iterative Methods
 
|-
 
|Week 5
 
||
 
* Section 2.5: Iterative Methods for Solving Ax=b
 
||
 
* [[Convergence of Iterative Methods]]
 
||
 
* Length of Vectors
 
* Eigenvalues of a Matrix
 
* Eigenvectors of a Matrix
 
||
 
* Convergence of General Iterative Method for Solving System of Linear Equations
 
* Comparison of Gauss Elimination and Iterative Methods
 
|-
 
|Week 5
 
||
 
* Section 2.5: Iterative Methods for Solving Ax=b
 
||
 
* [[Spectral Radius of Matrix]]
 
||
 
* Length of Vectors
 
* Eigenvalues of a Matrix
 
* Eigenvectors of a Matrix
 
||
 
* Convergence of General Iterative Method for Solving System of Linear Equations
 
* Comparison of Gauss Elimination and Iterative Methods
 
|-
 
|Week 5
 
||
 
* Section 2.5: Iterative Methods for Solving Ax=b
 
||
 
* [[Sparse Matrix]]
 
||
 
* Length of Vectors
 
* Eigenvalues of a Matrix
 
* Eigenvectors of a Matrix
 
||
 
* Convergence of General Iterative Method for Solving System of Linear Equations
 
* Comparison of Gauss Elimination and Iterative Methods
 
|-
 
|Week 6
 
||
 
* Section 2.6: Conjugate Gradient (CG) Method
 
||
 
* [[Conjugate Gradient Method]]
 
||
 
* Scalar Product of Vectors
 
* Determinant of a Matrix
 
* Eigenvalues of a Matrix
 
* Quadratic Polynomials of n-variables
 
* Partial Derivatives
 
* Gradients
 
* Chain Rule for Partial Derivatives
 
||
 
* Symmetric Positive Definite Matrix and Properties
 
* Construction of Conjugate Gradient (CG) Method
 
* Properties of CG Method
 
* Preconditioning for CG Method
 
|-
 
|Week 6
 
||
 
* Section 2.6: Conjugate Gradient (CG) Method
 
||
 
* [[Symmetric Positive Definite Matrix]]
 
||
 
* Scalar Product of Vectors
 
* Determinant of a Matrix
 
* Eigenvalues of a Matrix
 
* Quadratic Polynomials of n-variables
 
* Partial Derivatives
 
* Gradients
 
* Chain Rule for Partial Derivatives
 
||
 
* Symmetric Positive Definite Matrix and Properties
 
* Construction of Conjugate Gradient (CG) Method
 
* Properties of CG Method
 
* Preconditioning for CG Method
 
|-
 
|Week 6
 
||
 
* Section 2.6: Conjugate Gradient (CG) Method
 
||
 
* [[CG Method]]
 
||
 
* Scalar Product of Vectors
 
* Determinant of a Matrix
 
* Eigenvalues of a Matrix
 
* Quadratic Polynomials of n-variables
 
* Partial Derivatives
 
* Gradients
 
* Chain Rule for Partial Derivatives
 
||
 
* Symmetric Positive Definite Matrix and Properties
 
* Construction of Conjugate Gradient (CG) Method
 
* Properties of CG Method
 
* Preconditioning for CG Method
 
|-
 
|Week 6
 
||
 
* Section 2.7: Nonlinear System of Equations
 
||
 
* [[Nonlinear System of Equations]]
 
||
 
* Scalar Product of Vectors
 
* Determinant of a Matrix
 
* Eigenvalues of a Matrix
 
* Quadratic Polynomials of n-variables
 
* Partial Derivatives
 
* Gradients
 
* Chain Rule for Partial Derivatives
 
||
 
* (TBD)
 
|-
 
|Week 6
 
||
 
* Section 2.7: Nonlinear System of Equations
 
||
 
* [[Taylor's Theorem for Multi-Variate Vector Valued Functions]]
 
||
 
* Scalar Product of Vectors
 
* Determinant of a Matrix
 
* Eigenvalues of a Matrix
 
* Quadratic Polynomials of n-variables
 
* Partial Derivatives
 
* Gradients
 
* Chain Rule for Partial Derivatives
 
||
 
* (TBD)
 
|-
 
|Week 6
 
||
 
* Section 2.7: Nonlinear System of Equations
 
||
 
* [[Newton's Method]]
 
||
 
* Scalar Product of Vectors
 
* Determinant of a Matrix
 
* Eigenvalues of a Matrix
 
* Quadratic Polynomials of n-variables
 
* Partial Derivatives
 
* Gradients
 
* Chain Rule for Partial Derivatives
 
||
 
* (TBD)
 
|-
 
|Week 6
 
||
 
* Section 2.7: Nonlinear System of Equations
 
||
 
* [[Broyden's Method]]
 
||
 
* Scalar Product of Vectors
 
* Determinant of a Matrix
 
* Eigenvalues of a Matrix
 
* Quadratic Polynomials of n-variables
 
* Partial Derivatives
 
* Gradients
 
* Chain Rule for Partial Derivatives
 
||
 
* (TBD)
 
|-
 
|Week 7
 
||
 
* Sections 3.1: Data and Interpolating Functions
 
||
 
* [[Lagrange Basis Functions]]
 
||
 
* Fundamental Theorem of Algebra
 
* Rolle's Theorem
 
||
 
* Properties of Lagrange Basis Functions
 
* Lagrange Form of the Interpolation Polynomials
 
* Properties of Newton's Divided Differences
 
* Newton's Form of the Interpolation Polynomials
 
|-
 
|Week 7
 
||
 
* Sections 3.1: Data and Interpolating Functions
 
||
 
* [[Newton's Divided Differences]]
 
||
 
* Fundamental Theorem of Algebra
 
* Rolle's Theorem
 
||
 
* Properties of Lagrange Basis Functions
 
* Lagrange Form of the Interpolation Polynomials
 
* Properties of Newton's Divided Differences
 
* Newton's Form of the Interpolation Polynomials
 
|-
 
|Week 7
 
||
 
* Sections 3.1: Data and Interpolating Functions
 
||
 
* [[Properties of Newton's Divided Differences]]
 
||
 
* Fundamental Theorem of Algebra
 
* Rolle's Theorem
 
||
 
* Properties of Lagrange Basis Functions
 
* Lagrange Form of the Interpolation Polynomials
 
* Properties of Newton's Divided Differences
 
* Newton's Form of the Interpolation Polynomials
 
|-
 
|Week 7
 
||
 
* Section 3.2: Interpolation Error and Runge Phenomenon
 
||
 
* [[Interpolation Error]]
 
||
 
* Fundamental Theorem of Algebra
 
* Rolle's Theorem
 
||
 
* (TBD)
 
|-
 
|Week 7
 
||
 
* Section 3.2: Interpolation Error and Runge Phenomenon
 
||
 
* [[Interpolation Error Analysis]]
 
||
 
* Fundamental Theorem of Algebra
 
* Rolle's Theorem
 
||
 
* (TBD)
 
|-
 
|Week 7
 
||
 
* Section 3.2: Interpolation Error and Runge Phenomenon
 
||
 
* [[Runge Phenomenon]]
 
||
 
* Fundamental Theorem of Algebra
 
* Rolle's Theorem
 
||
 
* (TBD)
 
|-
 
|Week 7
 
||
 
* Section 3.2: Interpolation Error and Runge Phenomenon
 
||
 
* [[Chebyshev Polynomial]]
 
||
 
* Fundamental Theorem of Algebra
 
* Rolle's Theorem
 
||
 
* (TBD)
 
|-
 
|Week 7
 
||
 
* Section 3.2: Interpolation Error and Runge Phenomenon
 
||
 
* [[Error Estimates for Chebyshev Interpolation]]
 
||
 
* Fundamental Theorem of Algebra
 
* Rolle's Theorem
 
||
 
* (TBD)
 
|-
 
|Week 8
 
||
 
* Section 3.4: Cubic Splines
 
||
 
* [[Cubic Splines]]
 
||
 
* One-Sided Limits
 
* Continuity of Functions
 
* Indefinite Integrals
 
* Extremum Values of Multivariate Quadratic Functions
 
||
 
* Construction of Cubic Splines for Interpolation
 
* End Conditions
 
* Properties of Cubic Spline Interpolation
 
|-
 
|Week 8
 
||
 
* Section 3.5: Bezier Curves
 
||
 
* [[Bezier Curves]]
 
||
 
* One-Sided Limits
 
* Continuity of Functions
 
* Indefinite Integrals
 
* Extremum Values of Multivariate Quadratic Functions
 
||
 
* Bezier Curve and Fonts
 
|-
 
|Week 8
 
||
 
* Section 4.1: Least Square Method
 
||
 
* [[Least Square Method]]
 
||
 
* One-Sided Limits
 
* Continuity of Functions
 
* Indefinite Integrals
 
* Extremum Values of Multivariate Quadratic Functions
 
||
 
* Least Square Method for Solving Inconsistent System of Linear Equations]
 
* Basic Properties of Least Square Solutions
 
|-
 
|Week 9
 
||
 
* Section 4.2: Mathematical Models and Data Fitting
 
||
 
* [[Curve Fitting]]
 
||
 
* Linear Spaces
 
* Basis Functions
 
* Product Rule for Vector Valued Multivariate Functions
 
* Chain Rule for Vector Valued Multivariate Functions
 
||
 
* Least square method for curve fitting and statistical modeling
 
* Survey of Models: linear model, periodic model, exponential models, logistic model, etc
 
|-
 
|Week 9
 
||
 
* Section 4.2: Mathematical Models and Data Fitting
 
||
 
* [[Statistical Modeling]]
 
||
 
* Linear Spaces
 
* Basis Functions
 
* Product Rule for Vector Valued Multivariate Functions
 
* Chain Rule for Vector Valued Multivariate Functions
 
||
 
* Least square method for curve fitting and statistical modeling
 
* Survey of Models: linear model, periodic model, exponential models, logistic model, etc
 
|-
 
|Week 9
 
||
 
* Section 4.5: Nonlinear Least Square Fitting
 
||
 
* [[Taylor's Theorem for Vector Valued Multivariate Functions]]
 
||
 
* Linear Spaces
 
* Basis Functions
 
* Product Rule for Vector Valued Multivariate Functions
 
* Chain Rule for Vector Valued Multivariate Functions
 
||
 
* (TBD)
 
|-
 
|Week 9
 
||
 
* Section 4.5: Nonlinear Least Square Fitting
 
||
 
* [[Gauss-Newton Method]]
 
||
 
* Linear Spaces
 
* Basis Functions
 
* Product Rule for Vector Valued Multivariate Functions
 
* Chain Rule for Vector Valued Multivariate Functions
 
||
 
* (TBD)
 
|-
 
|Week 9
 
||
 
* Section 4.5: Nonlinear Least Square Fitting
 
||
 
* [[Levenberg-Marquardt Method]]
 
||
 
* Linear Spaces
 
* Basis Functions
 
* Product Rule for Vector Valued Multivariate Functions
 
* Chain Rule for Vector Valued Multivariate Functions
 
||
 
* (TBD)
 
|-
 
|Week 10
 
||
 
* Section 5.1: Numerical Differentiation
 
||
 
* [[Numerical Differentiation]]
 
||
 
* Taylor's Theorem
 
* Interpolation Error Estimates
 
* Properties of Definite Integrals
 
||
 
* Finite Difference (FD) Approximations of 1st order Derivative and Their Error Analysis
 
* FD approximations of 2nd order Derivatives and Their Error Analysis
 
* Undetermined Coefficient Method for FD Approximation
 
* Extrapolation Technique for Improving the Order of Approximation
 
|-
 
|Week 10
 
||
 
* Section 5.1: Numerical Differentiation
 
||
 
* [[Finite Difference (FD)]]
 
||
 
* Taylor's Theorem
 
* Interpolation Error Estimates
 
* Properties of Definite Integrals
 
||
 
* Finite Difference (FD) Approximations of 1st order Derivative and Their Error Analysis
 
* FD approximations of 2nd order Derivatives and Their Error Analysis
 
* Undetermined Coefficient Method for FD Approximation
 
* Extrapolation Technique for Improving the Order of Approximation
 
|-
 
|Week 10
 
||
 
* Section 5.1: Numerical Differentiation
 
||
 
* [[Undetermined Coefficient Method]]
 
||
 
* Taylor's Theorem
 
* Interpolation Error Estimates
 
* Properties of Definite Integrals
 
||
 
* Finite Difference (FD) Approximations of 1st order Derivative and Their Error Analysis
 
* FD approximations of 2nd order Derivatives and Their Error Analysis
 
* Undetermined Coefficient Method for FD Approximation
 
* Extrapolation Technique for Improving the Order of Approximation
 
|-
 
|Week 10
 
||
 
* Section 5.1: Numerical Differentiation
 
||
 
* [[Extrapolation Technique]]
 
||
 
* Taylor's Theorem
 
* Interpolation Error Estimates
 
* Properties of Definite Integrals
 
||
 
* Finite Difference (FD) Approximations of 1st order Derivative and Their Error Analysis
 
* FD approximations of 2nd order Derivatives and Their Error Analysis
 
* Undetermined Coefficient Method for FD Approximation
 
* Extrapolation Technique for Improving the Order of Approximation
 
|-
 
|Week 10
 
||
 
* Section 5.2: Numerical Integration: Newton-Cotes Formulas
 
||
 
* [[Newton-Cotes]]
 
||
 
* Taylor's Theorem
 
* Interpolation Error Estimates
 
* Properties of Definite Integrals
 
||
 
* Error Analysis based on Taylor's Theorem
 
* Error Analysis based on Interpolation Errors
 
* Degree of Precision of Quadrature Rules
 
|-
 
|Week 10
 
||
 
* Section 5.2: Numerical Integration: Newton-Cotes Formulas
 
||
 
* [[Midpoint rule]]
 
||
 
* Taylor's Theorem
 
* Interpolation Error Estimates
 
* Properties of Definite Integrals
 
||
 
* Error Analysis based on Taylor's Theorem
 
* Error Analysis based on Interpolation Errors
 
* Degree of Precision of Quadrature Rules
 
|-
 
|Week 10
 
||
 
* Section 5.2: Numerical Integration: Newton-Cotes Formulas
 
||
 
* [[Trapezoid rule]]
 
||
 
* Taylor's Theorem
 
* Interpolation Error Estimates
 
* Properties of Definite Integrals
 
||
 
* Error Analysis based on Taylor's Theorem
 
* Error Analysis based on Interpolation Errors
 
* Degree of Precision of Quadrature Rules
 
|-
 
|Week 10
 
||
 
* Section 5.2: Numerical Integration: Newton-Cotes Formulas
 
||
 
* [[Simpson's rule]]
 
||
 
* Taylor's Theorem
 
* Interpolation Error Estimates
 
* Properties of Definite Integrals
 
||
 
* Error Analysis based on Taylor's Theorem
 
* Error Analysis based on Interpolation Errors
 
* Degree of Precision of Quadrature Rules
 
|-
 
|Week 10
 
||
 
* Section 5.2: Numerical Integration: Newton-Cotes Formulas
 
||
 
* [[Error Analysis based on Interpolation Errors]]
 
||
 
* Taylor's Theorem
 
* Interpolation Error Estimates
 
* Properties of Definite Integrals
 
||
 
* Error Analysis based on Taylor's Theorem
 
* Error Analysis based on Interpolation Errors
 
* Degree of Precision of Quadrature Rules
 
|-
 
|Week 10
 
||
 
* Section 5.2: Numerical Integration: Newton-Cotes Formulas
 
||
 
* [[Quadrature Rules]]
 
||
 
* Taylor's Theorem
 
* Interpolation Error Estimates
 
* Properties of Definite Integrals
 
||
 
* Error Analysis based on Taylor's Theorem
 
* Error Analysis based on Interpolation Errors
 
* Degree of Precision of Quadrature Rules
 
|-
 
|Week 10
 
||
 
* Section 5.2: Numerical Integration: Newton-Cotes Formulas
 
||
 
* [[Composite Quadrature Rules]]
 
||
 
* Taylor's Theorem
 
* Interpolation Error Estimates
 
* Properties of Definite Integrals
 
||
 
* Error Analysis based on Taylor's Theorem
 
* Error Analysis based on Interpolation Errors
 
* Degree of Precision of Quadrature Rules
 
|-
 
|Week 10
 
||
 
* Section 5.3: Numerical Integration: Romberg's Technique
 
||
 
* [[Romberg's Technique]]
 
||
 
* Taylor's Theorem
 
* Interpolation Error Estimates
 
* Properties of Definite Integrals
 
||
 
* Motivation, construction and implementation of Romberg's Technique.
 
|-
 
|Week 11
 
||
 
* Section 5.4: Adaptive Numerical Integration
 
||
 
* [[Adaptive Numerical Integration]]
 
||
 
* Long Divisions
 
* Substitution Methods for definite integrals
 
||
 
* How to estimate the error on a sub interval
 
* How to mark sub intervals to be further refinement?
 
|-
 
|Week 11
 
||
 
* Section 5.4: Adaptive Numerical Integration
 
||
 
* [[Implementation of Adaptive Numerical Integration Techniques]]
 
||
 
* Long Divisions
 
* Substitution Methods for definite integrals
 
||
 
* How to estimate the error on a sub interval
 
* How to mark sub intervals to be further refinement?
 
|-
 
|Week 11
 
||
 
* Section 5.5: Gauss Quadrature Formulas
 
||
 
* [[Gauss Quadrature Formulas]]
 
||
 
* Long Divisions
 
* Substitution Methods for definite integrals
 
||
 
* Motivation and difficulties with straightforward approach
 
* Legendre polynomials and their basic properties
 
* Gauss Quadrature rule based on Legendre polynomials
 
* Degree of precision of Gauss Quadrature
 
* Gauss quadrature formula on general interval and composite Gauss rules
 
|-
 
|Week 11
 
||
 
* Section 5.5: Gauss Quadrature Formulas
 
||
 
* [[Orthogonal Polynomials]]
 
||
 
* Long Divisions
 
* Substitution Methods for definite integrals
 
||
 
* Motivation and difficulties with straightforward approach
 
* Legendre polynomials and their basic properties
 
* Gauss Quadrature rule based on Legendre polynomials
 
* Degree of precision of Gauss Quadrature
 
* Gauss quadrature formula on general interval and composite Gauss rules
 
|-
 
|Week 11
 
||
 
* Section 5.5: Gauss Quadrature Formulas
 
||
 
* [[Legendre polynomials]]
 
||
 
* Long Divisions
 
* Substitution Methods for definite integrals
 
||
 
* Motivation and difficulties with straightforward approach
 
* Legendre polynomials and their basic properties
 
* Gauss Quadrature rule based on Legendre polynomials
 
* Degree of precision of Gauss Quadrature
 
* Gauss quadrature formula on general interval and composite Gauss rules
 
|-
 
|Week 11
 
||
 
* Section 5.5: Gauss Quadrature Formulas
 
||
 
* [[Gauss Quadrature Rule]]
 
||
 
* Long Divisions
 
* Substitution Methods for definite integrals
 
||
 
* Motivation and difficulties with straightforward approach
 
* Legendre polynomials and their basic properties
 
* Gauss Quadrature rule based on Legendre polynomials
 
* Degree of precision of Gauss Quadrature
 
* Gauss quadrature formula on general interval and composite Gauss rules
 
|-
 
|Week 12
 
||
 
* Section 10.1: Discrete Fourier Transform and Fast Fourier Transform (FTT)
 
||
 
* [[Fourier Series]]
 
||
 
* Complex Numbers
 
* Complex Variables
 
* Integration by Parts
 
* Convergence of Sequences
 
* Convergence of Series
 
||
 
* Matrix Form of Discrete Fourier Transform
 
* DFT and Trigonometric Interpolation
 
|-
 
|Week 12
 
||
 
* Section 10.1: Discrete Fourier Transform and Fast Fourier Transform (FTT)
 
||
 
* [[Discrete Fourier Transform (DFT)]]
 
||
 
* Complex Numbers
 
* Complex Variables
 
* Integration by Parts
 
* Convergence of Sequences
 
* Convergence of Series
 
||
 
* Matrix Form of Discrete Fourier Transform
 
* DFT and Trigonometric Interpolation
 
|-
 
|Week 12
 
||
 
* Section 10.1: Discrete Fourier Transform and Fast Fourier Transform (FTT)
 
||
 
* [[Inverse Discrete Fourier Transform]]
 
||
 
* Complex Numbers
 
* Complex Variables
 
* Integration by Parts
 
* Convergence of Sequences
 
* Convergence of Series
 
||
 
* Matrix Form of Discrete Fourier Transform
 
* DFT and Trigonometric Interpolation
 
|-
 
|Week 12
 
||
 
* Section 10.1: Discrete Fourier Transform and Fast Fourier Transform (FTT)
 
||
 
* [[Fast Fourier Transform (FFT)]]
 
||
 
* Complex Numbers
 
* Complex Variables
 
* Integration by Parts
 
* Convergence of Sequences
 
* Convergence of Series
 
||
 
* Matrix Form of Discrete Fourier Transform
 
* DFT and Trigonometric Interpolation
 
|-
 
|Week 12
 
||
 
* Section 11.1: Discrete Cosine Transform (optional)
 
||
 
* [[Discrete Cosine Transform]]
 
||
 
* Complex Numbers
 
* Complex Variables
 
* Integration by Parts
 
* Convergence of Sequences
 
* Convergence of Series
 
||
 
* DCT and Interpolation by Cosine Functions
 
* Relation between DFT and DCT
 
* Fourier Transform of 2-Dimensional Functions
 
* DCT of 2-Dimensional Functions
 
* Interpolation Theorem for 2-Dimensional DCT
 
|-
 
|Week 12
 
||
 
* Section 11.1: Discrete Cosine Transform (optional)
 
||
 
* [[Discrete Cosine Transform(DCT)]]
 
||
 
* Complex Numbers
 
* Complex Variables
 
* Integration by Parts
 
* Convergence of Sequences
 
* Convergence of Series
 
||
 
* DCT and Interpolation by Cosine Functions
 
* Relation between DFT and DCT
 
* Fourier Transform of 2-Dimensional Functions
 
* DCT of 2-Dimensional Functions
 
* Interpolation Theorem for 2-Dimensional DCT
 
|-
 
|Week 12
 
||
 
* Section 11.2: Image Compression (optional)
 
||
 
* [[Quantization]]
 
||
 
* Complex Numbers
 
* Complex Variables
 
* Integration by Parts
 
* Convergence of Sequences
 
* Convergence of Series
 
||
 
* Digital Gray scale images and color color images
 
* RGB format
 
* YCbCr (or YUV) format
 
* Convertion between RGB and YUV formats
 
|-
 
|Week 12
 
||
 
* Section 11.2: Image Compression (optional)
 
||
 
* [[Image Compression]]
 
||
 
* Complex Numbers
 
* Complex Variables
 
* Integration by Parts
 
* Convergence of Sequences
 
* Convergence of Series
 
||
 
* Digital Gray scale images and color color images
 
* RGB format
 
* YCbCr (or YUV) format
 
* Convertion between RGB and YUV formats
 
|-
 
|Week 12
 
||
 
* Section 11.2: Image Compression (optional)
 
||
 
* [[Image Decompression]]
 
||
 
* Complex Numbers
 
* Complex Variables
 
* Integration by Parts
 
* Convergence of Sequences
 
* Convergence of Series
 
||
 
* Digital Gray scale images and color color images
 
* RGB format
 
* YCbCr (or YUV) format
 
* Convertion between RGB and YUV formats
 
|-
 
|Week 13
 
||
 
* Section 12.1: Power Iteration Methods
 
||
 
* [[Power Iteration Methods]]
 
||
 
* Eigenvalues
 
* Eigenvectors
 
* Orthonormal Bases and the Gram-Schmidt Process
 
||
 
* Convergence of Power Iteration Methods
 
|-
 
|Week 13
 
||
 
* Section 12.1: Power Iteration Methods
 
||
 
* [[Inverse Power Iteration]]
 
||
 
* Eigenvalues
 
* Eigenvectors
 
* Orthonormal Bases and the Gram-Schmidt Process
 
||
 
* Convergence of Power Iteration Methods
 
|-
 
|Week 13
 
||
 
* Section 12.1: Power Iteration Methods
 
||
 
* [[Inverse Power Iteration with Shift]]
 
||
 
* Eigenvalues
 
* Eigenvectors
 
* Orthonormal Bases and the Gram-Schmidt Process
 
||
 
* Convergence of Power Iteration Methods
 
|-
 
|Week 13
 
||
 
* Section 12.1: Power Iteration Methods
 
||
 
* [[Rayleigh Quotient Iteration]]
 
||
 
* Eigenvalues
 
* Eigenvectors
 
* Orthonormal Bases and the Gram-Schmidt Process
 
||
 
* Convergence of Power Iteration Methods
 
|-
 
|Week 13
 
||
 
* Section 12.2: QR Algorithm for Computing Eigenvalues
 
||
 
* [[Orthogonal Matrices]]
 
||
 
* Eigenvalues
 
* Eigenvectors
 
* Orthonormal Bases and the Gram-Schmidt Process
 
||
 
* Definition and basic properties of orthogonal matrices
 
* QR-Factorization based on Gram-Schmidt Orthogonalization
 
|-
 
|Week 13
 
||
 
* Section 12.2: QR Algorithm for Computing Eigenvalues
 
||
 
* [[QR-Factorization]]
 
||
 
* Eigenvalues
 
* Eigenvectors
 
* Orthonormal Bases and the Gram-Schmidt Process
 
||
 
* Definition and basic properties of orthogonal matrices
 
* QR-Factorization based on Gram-Schmidt Orthogonalization
 
|-
 
|Week 13
 
||
 
* Section 12.2: QR Algorithm for Computing Eigenvalues
 
||
 
* [[Normalized Simultaneous Iteration(NSI)]]
 
||
 
* Eigenvalues
 
* Eigenvectors
 
* Orthonormal Bases and the Gram-Schmidt Process
 
||
 
* Definition and basic properties of orthogonal matrices
 
* QR-Factorization based on Gram-Schmidt Orthogonalization
 
|-
 
|Week 13
 
||
 
* Section 12.2: QR Algorithm for Computing Eigenvalues
 
||
 
* [[Unshifted QR Algorithm]]
 
||
 
* Eigenvalues
 
* Eigenvectors
 
* Orthonormal Bases and the Gram-Schmidt Process
 
||
 
* Definition and basic properties of orthogonal matrices
 
* QR-Factorization based on Gram-Schmidt Orthogonalization
 
|-
 
|Week 13
 
||
 
* Section 12.2: QR Algorithm for Computing Eigenvalues
 
||
 
* [[Shifted QR Algorithm]]
 
||
 
* Eigenvalues
 
* Eigenvectors
 
* Orthonormal Bases and the Gram-Schmidt Process
 
||
 
* Definition and basic properties of orthogonal matrices
 
* QR-Factorization based on Gram-Schmidt Orthogonalization
 
|-
 
|Week 14
 
||
 
* Section 12.2: QR Algorithm for Computing Eigenvalues
 
||
 
* [[Upper Hessenberg Form (UHF)]]
 
||
 
* Matrices for Orthogonal Projection
 
* Matrices for Reflection
 
* Block Matrices
 
* Similar Matrices
 
||
 
* Convert a matrix into UHF by Householder reflectors
 
|-
 
|Week 14
 
||
 
* Section 12.2: QR Algorithm for Computing Eigenvalues
 
||
 
* [[Householder Reflector]]
 
||
 
* Matrices for Orthogonal Projection
 
* Matrices for Reflection
 
* Block Matrices
 
* Similar Matrices
 
||
 
* Convert a matrix into UHF by Householder reflectors
 
 
|}
 
|}

Latest revision as of 14:38, 17 August 2020

Course Catalog

MAT 3633. Numerical Analysis. (3-0) 3 Credit Hours.

Prerequisites: MAT2233, MAT3213, and one of the following: CS1063, CS1714, or CS2073. Solution of linear and nonlinear equations, curve-fitting, and eigenvalue problems. Generally offered: Fall, Spring. Differential Tuition: $150.

Topics List

Date Sections [Sauer 3rd ed] Topics Prerequisite Skills Student Learning Outcomes
Week.1

0.2 and 1.1

  • Loss of significant digits
  • Bisection Method
  • Brief introduction to matlab
  • binary number system;
  • Taylor's theorem;
  • intermediate value theorem
  • Nested multiplication for evaluating polynomials
  • Machine representation of real numbers
  • Loss of significant digits in numerical computing
  • Review of Taylor's Theorem
  • Bisection method and implementation
Week.2

1.2 and 1.3

  • Fixed-Point Iteration
  • Limits of Accuracy: Conditioning of problems
  • limit of sequences
  • multiplicity of solution of equations.
  • Geometric interpretation
  • Convergence of fixed point iterations
  • Order of convergence of iterative methods
  • Wilkinson polynomial and other examples
  • Sensitivity analysis of root-finding
  • Error magnification factor for solution of equations
Week.3

1.4 and 1.5

  • Newton's Method
  • Root-Finding without Derivatives
  • Remainder of Taylor's series
  • intermediate value theorem.
  • Algebraic and geometric interpretation of Newton's method
  • Error analysis for Newton's method based on Taylor's theorem
  • Newton's method as a fixed point iteration
  • Modified Newton's method and its rate of convergence
  • Secant Method and its convergence,
  • Method of False Position, Muller's Method:
  • Stopping criteria for iterative methods


Week.4

2.1 and 2.2

  • Solve Systems of Linear Equations: Gaussian Elmination
  • Solve System of Linear Equations: LU Decomposition
  • Matrix-matrix products and matrix-vector products
  • inverse matrix
  • elementary row operations
  • product and inverse of matrices for elementary row operations.
  • Gaussian elimination and its operation counts
  • Gaussian elimination with pivoting
  • Implementation of Gauss elimination
  • Matrices for elementary row operations
  • Gauss elimination as matrix products
  • Advantages of solutions by LU decomposition
Week.5

2.3 and 2.4

  • Error Analysis for Solution of Ax=b
  • Iterative Methods for Solving Ax=b
  • Length of vectors
  • eigenvalue and eigenvectors of matrix
  • various norms for vectors and matrices: compatibility of vector and matrix norms.
  • Error Analysis for the solution of Ax=b
  • Error magnification factor and condition number of matrix
  • Jacobi method, Gauss-Seidel method, Successive-Over-Relaxation (SOR) method
  • Convergence of Jacobi Method, GS method and SOR method.
  • spectral radius of matrix
  • convergence of general iterative method for solving system of linear equations,
  • Sparse Matrix
  • Comparison of Gauss Elimination and iterative methods


Week.6

2.6 and 2.7

  • Conjugate Gradient Method
  • Nonlinear System of Equations
  • scalar product of vectors
  • determinant and eigenvalues of matrix
  • quadratic polynomials of n-variables
  • partial derivatives and gradients
  • chain rule for partial derivatives.
  • Symmetric positive definite matrix and properties
  • Construction of Conjugate Gradient (CG) Method
  • Propertise of CG Method
  • Preconditioning for CG method
  • Taylor's Theorem for multi-variate vector valued functions:
  • Newton's Method:
  • Broyden's Method
Week.7

3.1 and 3.2

  • Data and Interpolating Functions
  • Interpolation Error and Runge Phenomenon
  • Chebyshev interpolation
  • Fundamental theorem of algebra
  • Rolle's theorem.
  • Lagrange Basis Functions:
  • Properties of Lagrange basis functions:
  • Lagrange form of the interpolation polynomials
  • Newton's Divided Differences:
  • Properties of Newton's divided differences:
  • Newton's Form of the interpolation polynomials
  • Interpolation error analysis
  • Runge phenomenon
  • Chebyshev Polynomial
  • Error estimates for Chebyshev interpolation


Week.8

3.4, 3.5 and 4.1

  • Cubic Splines
  • Bezier Curves
  • Least Square Method
  • one-sided limits
  • continuity of functions
  • indefinite integrals
  • extremum values of multivariate quadratic functions.
  • Cubic splines
  • construction of cubic splines for interpolation
  • end conditions
  • properties of cubic spline interpolation
  • Bezier Curve and fonts
  • Least square method for solving inconsistent system of linear equations.
  • Basic properties of least square solutions:


Week.9

4.2 and 4.5

  • Mathematical Models and Data Fitting
  • Nonlinear Least Square Fitting
  • linear spaces, basis functions
  • product rule and chain rule for vector valued multivariate functions.
  • Least square method for curve fitting and statistical modeling.
  • Survey of Models: linear model, periodic model, exponential models, logistic model, etc
  • Taylor's theorem for vector valued multivariate functions.
  • Gauss-Newton Method
  • Levenberg-Marquardt Method


Week.10

5.1, 5.2 and 5.3

  • Numerical Differentiation
  • Numerical Integration: Newton-Cotes Formulas
  • Numerical Integration: Romberg's Technique
  • Taylor's theorem
  • interpolation error estimates
  • properties of definite inetgrals
  • Finite difference (FD) approximations of 1st order derivative and their error analysis
  • FD approximations of 2nd order derivatives and their error analysis
  • Undetermined coefficient method for FD approximation
  • Extropolation technique for improving the order of approximation
  • Midpoint rule, trapezoid rule and Simpson's rule;
  • Error analysis based on Taylor's Theorem and interpolation errors
  • Degree of precision of quadrature rules
  • Composite quadrature rules
  • Motivation, construction and implementation of Romberg's technique.


Week.11

5.4 and 5.5

  • Adaptive Numerical Integration
  • Gauss Quadrature Formulas
  • long divisions
  • changing variables for definite integrals
  • How to estimate the error on a subinterval
  • How to mark subintervals to be further refinement?
  • Implementation of adaptive numerical integration techniques.
  • Motivation and difficulties with straightforward approach.
  • Orthogonal polynomials,
  • Legendre polynomials and their basic properties;
  • Gauss quadrature rule based on Legendre polynomials
  • Degree of precision of Gauss Quadrature
  • Gauss quadrature formula on general interval and composite Gauss rules


Week.12

10.1 and 11.1

  • Discrete Fourier Transform and FFT
  • Discrete Cosine Transform (optional)
  • Image Compression (optional)
  • complex numbers and complex variables
  • integration by parts
  • convergence of sequences and series.
  • Fourier Series,
  • Discrete Fourier Transform
  • Matrix Form of Discrete Fourier Transform:
  • Inverse Discrete Fourier Transform:
  • DFT and Trigonometric interpolation
  • Algorithm for computing DFT: Fast Fourier Transform (FFT)
  • Discrete Cosine Transform (DCT),
  • DCT and Interpolation by Cosine Functions
  • Relation between DFT and DCT:
  • Fourier Transform of 2-Dimensional Functions
  • DCT of 2-Dimensional Functions:
  • Interpolation Theorem for 2-Dimensional DCT
  • Digital Gray scale images and color color images:
  • RGB format:
  • YCbCr (or YUV) format:
  • Convertion between RGB and YUV formats:
  • Quantization, Image Compression and Decompression


Week.13

12.1 and 12.2

  • Power Iteration Methods
  • QR Algorithm for Computing Eigenvalues
  • properties of eigen values and eigenvectors
  • Gram-Schmidt orthogonalization
  • Power iteration and its rate of convergence.
  • Inverse Power Iteration,
  • Inverse Power Iteration with Shift
  • Rayleigh Quotient Iteration


  • Definition and basic properties of orthogonal matrices:
  • QR-Factorization based on Gram-Schmidt Orthogonalization:
  • Normalized Simultaneous Iteration (NSI).
  • Unshifted QR Algorithm:
  • Shifted QR Algorithm:


Week.14

12.2

  • Algorithm for Computing Eigenvalues: Speed up of QR-algorithm:
  • matrices for orthogonal projection and reflection
  • block matrices and their products
  • similar matrices.
  • Upper Hessenberg form (UHF)
  • Householder Reflector
  • Convert a matrix into UHF by Householder reflectors