MAE290a - Numerical Methods

Announcements:
• HW1: Available here. Due Oct 14.
  Note: an implementation of Parallel Thomas (Algorithm 2.12) leveraging the current parallel features of Matlab is available here; the corresponding test code is available here.
• HW2: Exercises 3.2 and 4.4 in book. Due Oct 26.
• The midterm is available here. The midterm homework (HW3) was to write a concise yet complete solution set for the midterm (due Nov 9).
• HW4: Exercise 4.5 in book. Due Nov 16.
• HW5: Exercise 10.8 in book (plot results for beta=0). Due Dec 10.

Policies: Please read the Course & Homework Policy for this class.

Instructor: Thomas Bewley (Office hours: 7:30-8:30am M-F in 1805 ebu1 and for 30 minutes after each lecture)

TA: Paul Belitz (Office hours: 2:30-3:30pm MWF in 584 ebu2, covered on some days by Nick Morozovsky)

Time and place: T-TH 5:00pm in Center Hall room 212, Fall 2010 (Class Section ID: 703520). Audio recordings (aka "podcasts", for the mac enthusiasts) of select lectures are available here. Final review session: Wed, Dec 8, from 3-4 pm in Peterson 103.

Administrative details: Midterm: in class on Nov 2. Final: 7pm on friday, Dec 10, in Center Hall room 212.

Text: This class is taught from selected sections of Numerical Renaissance, with supplemental texts held on reserve at the library as announced in class.

Course description: Numerical linear algebra, numerical methods, and numerical analysis, with an emphasis on high performance computing. Topics include direct and iterative methods for systems of linear and nonlinear equations, the fundamental matrix decompositions (QR/Schur/Eigen/Jordan/SVD/LU/Cholesky), pseudoinverses, and numerical algorithms for differentiation (finite differences), integration of functions, integration of ODEs (via CN, RK, etc.), and an introduction to the integration of PDEs.

Prerequisites: Undergraduate-level linear algebra, complex variables, and rudimentary computer programming tools (for loops, if statements, function calls, and floating-point operations on vectors and matrices).

Previous exams: All of the old exams for MAE290a are posted below. Note that the notes have evolved significantly since 1999, so some of this material is just a repeat of what is now in the notes (and some of it is in a slightly different notation). I post these exams here mostly so you can get an idea of what my exams look like before taking one. By going through these exams, you will see that I occasionally (but not frequently) reuse some of the questions.

Previous Midterms    Previous Finals    Previous Final Solutions    
  2010 Midterm   2010 Final   
  2008 Midterm   2008 Final   2008 Final Solutions
  2007 Midterm   2007 Final   2007 Final Solutions
  2006 Midterm   2006 Final   2006 Final Solutions
  2005 Midterm   2005 Final   2005 Final Solutions
  2004 Midterm   2004 Final   2004 Final Solutions
  2003 Midterm   2003 Final   2003 Final Solutions
  2002 Midterm   2002 Final   2002 Final Solutions
  2001 Midterm   2001 Final   2001 Final Solutions
  2000 Midterm   2000 Final   2000 Final Solutions
  1999 Midterm   1999 Final   1999 Final Solutions

Thoughts for the day:

Stand firm in your refusal to remain conscious during algebra. In real life, I assure you, there is no such thing as algebra.    - Fran Lebowitz

Data is not information, information is not knowledge, knowledge is not understanding, understanding is not wisdom.    - Howard Garner