CAAM 553 · Numerical Analysis I

Fall 2018 · Rice University


LECTURE: Duncan Hall 1075, 9am MWF
INSTRUCTOR: Jesse Chan (
Duncan Hall 3023, (713) 348-6113
OFFICE HOURS: Monday 10-11am or by appointment.
PREREQUISITE: Background in linear algebra and MATLAB programming.
GRADING: 50% problem sets, 50% exams
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: 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.
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

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.