No. 00130280

Numerical Analysis

fall 2008

General Information

 
Instructor

裴玉茹 Yuru Pei

Department of Machine Intelligence

Peking University

Office: Science Building 2, 2224#
Email: peiyuru at cis dot pku dot edu dot cn

Office Phone: 62756657

URL:http://www.cis.pku.edu.cn/vision/Visual&Robot/people/pei%20yuru/pyr.htm

Time and Place
8:00~9:50, Monday 
10:10~12:00, Wednesday (even week)

Teaching Building 3 , 104

Teaching Assistant  
冀阳峰  
Room: Science Building 2, 2108#
Email:  jiyf at  cis dot pku dot edu dot cn

Webpage

Evaluation  Method
 
Final Score = 70%A+30%B
A: Final examination
B :Lab project and homework
Bonus :-)
 

Topics to be Covered

  • Solutions of nonlinear systems
  • Interpolation and polynomial approximation
  • Differentiation and integration
  • Ordinary differential equations
  • Linear systems
  • Iterative techniques in matrix algebra
  • Approximating eigenvalue
  • Numerical solutions to PDE

Course Text

 
 Numerical Analysis  (Seventh Edition)
  数值分析  (第七版  影印版)
  Richard L. Burden & J. Douglas Faires 
(高等教育出版社)  

Syllabus                                              

Sep. 22, 24 Review of calculus
Roundoff error; Algorithms and convergence

The bisection method; Fixed point iteration; Newton’s method

Slides  restricted use
Sep. 29 Error analysis for iterative method

 

Oct. 6,8
Interpolation and polynomial approximation

 

Oct. 13
Interpolation and polynomial approximation

 

Slides  restricted use
Oct. 20, 22
Numerical differentiation and integration 
Slides  restricted use
Oct. 27
Numerical differentiation and integration 
Slides  restricted use
Nov. 3, 5
Ordinary differential equations
Slides  restricted use
Nov. 10
Linear systems
 
Slides  restricted use
Nov. 17, 19
Iterative Techniques in Matrix Algebra 1

 

Slides  restricted use
Nov.  24
Iterative Techniques in Matrix Algebra 2

 

Slides  restricted use
Dec. 1, 3
Approximation theory
Slides  restricted use
Dec. 8
Approximating eigenvalues
 
Dec. 13
Numerical Solutions of Nonlinear Systems of Equations

 

 
Dec  15, 17
Boundary Value Problems for Ordinary  Differential Equations

Numerical Solutions to Partial Differential Equations

`
Dec. 22

Numerical Solutions to Partial Differential Equations

 

 
Dec. 29, 31

Numerical Solutions to Partial Differential Equations

 

 
Links
Codes