CAAM 454 NUMERICAL ANALYSIS II Spring 2009

general information lectures assignments&exams

Homework Assignments

• FINAL Tuesday April 21, 2009
  Due by 5pm on Monday April 27, 2009.
  
  • final exam for CAAM graduate students.
  • final exam for other students.
  • solutions for the final exam for CAAM graduate students.

• Homework 10 Tuesday April 7, 2009
  Due by 5pm on Tuesday April 14, 2009.
  data.m data for Problem 7
  Solutions to homework 10 and Matlab programs oven.zip.

• Homework 9 Thursday March 29, 2009
  Due by 5pm on Tuesday April 7, 2009.
  Solutions to homework 9 and Matlab programs matlab_hw9.zip.

• Homework 8 Thursday March 19, 2009
  Due by 5pm on Thursday March 26, 2009.
  Matlab: line_search.zip. See test_driver.m in the directory test_example1 for an example how to run the codes.
  Solutions to homework 8 and Matlab programs matlab_hw8.zip.

• MIDTERM Thursday March 12, 2009
  Due by 5pm on Thursday March 19, 2009.
  There is a time limit of 3 hours. Please do not look at the questions (on either exam!) before you begin the exam. Do not discuss the exam with other students. Additional instructions are printed on the exam cover sheet.
  • midterm for CAAM graduate students.
  • midterm for other students.
  • solutions for the midterm for CAAM graduate students.
  • solutions for the midterm for other students.

• EXTRA Homework 7, Thursday February 26, 2009
  Due by 5pm on Tuesday March 10, 2009.

  Problems 3.6 and 4.1, 4.2, and 4.4 in Chapters 3 and 4 of the handout.
  This is an extra assignment. We will collect and grade it to give you feedback, but there is no penalty if you don't turn in all of the problems (or no problem at all).
  I stronly suggest that you try Problems 4.1, 4.2 to work through the convergence of Newton's method.
  Have a good spring break.

• Homework 6 Friday February 20, 2009
  Due by 5pm on Thursday February 26, 2009.
  • Problems 2.13, 2.16 and 3.3 in Chapters 2 and 3 of the handout.
    
  • Implement the preconditioned conjugate gradient method. Apply the preconditioned conjugate gradient to solve the 2D Laplace equation (see homework2, problem 4) using the following preconditioners: 1) no preconditioning, 2) Jacobi, 3) symmetric Gauss-Seidel, 4) symmetric SOR (see problem 1.1 in the handout or problem 1 in homework 1).
    
  • EXTRA:
    • Implement the preconditioned conjugate gradient method with symmetric Gauss-Seidel preconditioning using the approach discussed by Eisenstat, Reference [Eis81] specified Chapter 2 of the handout.
    • Apply the preconditioned GMRES to solve the 2D advection diffusion equation described in Section 1.5.2 of the handout using the following preconditioners: 1) no preconditioning, 2) Gauss-Seidel 3) SOR.
  Solutions to Homework 6 and
  Matlab code cg_driver_2DLaplace.m, mycg.m,
  gmres_driver_2Dadvdiff.m, mygmres.m, blktridiag.m.

• Homework 5 Friday February 13, 2009
  Due by 5pm on Thursday February 19, 2009.
  Solutions to Homework 5.

• Homework 4 Thursday February 5, 2009
  Due by 5pm on Thursday February 12, 2009.

• Homework 3 Friday January 23, 2009
  Due by 5pm on Thursday February 5, 2009.
  Solutions to Homework 3 and Matlab codes data_assim.zip.

• Homework 2 Friday January 16, 2009
  Due by 5pm on Thursday January 22, 2009.
  Solutions to Homework 2 and Matlab code Laplace2D_Jacobi.m, Laplace2D_blockJacobi.m.

• Homework 1 Thursday January 8, 2009
  Due by 5pm on Thursday January 15, 2009.
  Solutions to Homework 1 and Matlab code Laplace1D_Jacobi.m.

This web page is located at http://www.caam.rice.edu/~caam454 and maintained by Matthias Heinkenschloss.