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LECTURE: |
Duncan Hall 1075, 8:30-9:25am MWF |
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INSTRUCTOR: |
Jesse Chan (jesse.chan@rice.edu)
Duncan Hall 3023, (713) 348-6113 |
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OFFICE HOURS: |
Monday 9:30-10:30am or by appointment.
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PREREQUISITE: |
Background in linear algebra and Julia, MATLAB, or a similar numerical language.
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GRADING: |
40% problem sets, 60% exams |
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PROBLEM SETS: |
There will be approximately eight problem sets, each involving both written work
and computational exercises in Julia, MATLAB, or a similar numerical language.
Code will be accepted in all languages. However, instructor help is only guaranteed for Julia and 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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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 30% of the final grade.
These pledged exams must be your individual, unassisted effort. |
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TEXTS: |
Lecture notes by Mark Embree.
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.
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SYLLABUS: |
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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Numerical Computing with IEEE Floating Point Arithmethic
by Michael L. Overton, SIAM, 2001
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Intro to Julia
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Getting started in Julia
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MATLAB Guide
by Desmond J. Higham and Nicholas J. Higham, 2nd ed., SIAM, 2005
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