MATH 5510: Numerical Analysis and Approximation Theory I, Fall 2013

Tuesday and Thursday, 5:00 - 6:15pm, MSB 403
Instructor: Dmitriy Leykekhman

Instructor: Dmitriy Leykekhman

Office Hour: 3-4 p.m. Tuesdays, at MSB 332 and by appointment.

Prerequisites: Basic Analyis, Linear Algebra. Some knowledge in MATLAB programming.

Textbook: "Introduction to Numerical Analysis" by Stoer and Bulirsch.
Available at

Course workload: Homework will be assigned roughly once a week, some with MATLAB programming assignments and one final take-home project.

Credits: 3 credit hours.

Grading Policy : The final grade will be determined from the homework assignments and the final project.
You may organize study groups to discuss material and assignments, but you must write your own solutions.

Scope: The topics I am planning to cover are the following:
Topics covered:
Polynomial interpolation.
Cubic and spline interpolation.
Tschebyscheff polynomials.
Numerical Integration.
Newton Cotes Rules.
Peano error estimates.
Gaussian quadrature.
Linear System of Equations.
LU factorization.
Round off error analysis.
Least Square Problems.