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| LECTURE: |
Duncan Hall 1042, 9am MWF |
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| INSTRUCTOR: |
Mark Embree (embree@rice.edu)
Duncan Hall 2006, (713) 348-6160 |
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| OFFICE HOURS: |
Monday 10-11am, Thursday 3:00-4:30pm, or by appointment.
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| PREREQUISITE: |
CAAM 335 Matrix Analysis, or equivalent background in linear algebra
and MATLAB programming.
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| GRADING: |
50% problem sets, 50% exams |
| Class participation will be considered when assigning borderline grades,
as will improvement from the midterm to the final.
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| PROBLEM SETS: |
There will be approximately eight problem sets, each involving both written work
and computational exercises in MATLAB. You are encouraged to discuss these
assignments, but the final write-up (including computer code) must be entirely
your own work. As a rule of thumb, you should spend an hour working
each problem independently before collaborating with a classmate.
You may not consult solutions from previous sections of this class. |
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Each problem set will contain one or more supplemental problems that
will explore theory or applications beyond the scope of the lectures.
These problems are not mandatory, but progress on them will favorably
influence borderline grades.
CAAM graduate students are
*strongly encouraged* to attempt these supplemental exercises.
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Late policy: Your first two late assignments will not incur a penalty, but each
subsequent late assignment will be penalized 20%. No work will be accepted
more than one class period late without prior arrangement or a written excuse.
(This implies that you may not use two 'lates' on one assignment.) |
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| EXAMS: |
Two take-home, closed book exams will each account for 25% of the final grade.
These pledged exams must be your individual, unassisted effort. |
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| TEXTS: |
An Introduction to Numerical Analysis
by Endre Süli and David Mayers, Cambridge, 2003. |
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Numerical Linear Algebra
by Lloyd N. Trefethen and David Bau, III, SIAM, 1997.
Note: members of SIAM (Society for Industrial and Applied Mathematics) may purchase this textbook
direct from SIAM for $40.25 (plus shipping).
Rice students receive free membership by joining the
Rice University Chapter of SIAM.
Click here to join.
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| SYLLABUS: |
pdf |
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| SCHEDULE: |
pdf |
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| RECOMMENDED |
Applied Numerical Linear Algebra by James W. Demmel, SIAM, 1997
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| READING: |
Numerical Analysis: An Introduction by Walter Gautschi, Birkhauser, 1997
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Matrix Computations by Gene H. Golub and Charles F. Van Loan, 3rd ed., Johns Hopkins, 1996
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MATLAB Guide
by Desmond J. Higham and Nicholas J. Higham, 2nd ed., SIAM, 2005
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Numerical Computing with IEEE Floating Point Arithmethic
by Michael L. Overton, SIAM, 2001
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Afternotes on Numerical Analysis by G. W. Stewart, SIAM, 1996
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Afternotes Goes to Graduate School by G. W. Stewart, SIAM, 1998
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| RECOMMENDED |
KTRU Rice radio: be true to your school
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| LISTENING: |
Indie Pop Rocks: from soma fm
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Late Junction: plainsong to Pärt, from the BBC
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Andy Kershaw: music from Mali to Miracle Legion, from the BBC
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