CAAM 453/553 · Numerical Analysis I

Fall 2009 · Rice University


REFERENCES   //  PROBLEM SETS  //  EXAMS

LECTURE: Duncan Hall 1064, 9am MWF
INSTRUCTOR: Mark Embree (embree@rice.edu)
Duncan Hall 3019, (713) 348-6160
OFFICE HOURS: Monday 10-11am, Thursday 1:30-3:00pm, or by appointment.
PREREQUISITE: CAAM 335 Matrix Analysis, or equivalent background in linear algebra and MATLAB programming.
GRADING: 50% problem sets, 50% exams
Class participation will be considered when assigning borderline grades, as will improvement from the midterm exam to the final.
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.
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.)
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.
TEXTS: An Introduction to Numerical Analysis by Endre Süli and David Mayers, Cambridge, 2003.
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.
SYLLABUS: pdf
SCHEDULE: pdf
RECOMMENDED Applied Numerical Linear Algebra by James W. Demmel, SIAM, 1997
READING: Numerical Analysis: An Introduction by Walter Gautschi, Birkhauser, 1997
Matrix Computations by Gene H. Golub and Charles F. Van Loan, 3rd ed., Johns Hopkins, 1996
MATLAB Guide by Desmond J. Higham and Nicholas J. Higham, 2nd ed., SIAM, 2005
Numerical Computing with IEEE Floating Point Arithmethic by Michael L. Overton, SIAM, 2001
Afternotes on Numerical Analysis by G. W. Stewart, SIAM, 1996
Afternotes Goes to Graduate School by G. W. Stewart, SIAM, 1998
RECOMMENDED KTRU Rice radio: be true to your school
LISTENING: Late Junction: plainsong to Pärt, from the BBC
Andy Kershaw: music from Mali to Miracle Legion, from the BBC


Any student with a disability requiring accommodation in this course is encouraged
to contact the instructor during the first week of class, and also to contact
Disability Support Services in the Ley Student Center.