CSL 361 : Numerical analysis and scientific computing

Instructor

Amit Kumar
Office : Room # 420, Bharti Building
Email : amitk@cse.iitd.ac.in
Phone : (ext) 1286.

Teaching Assistants

S. Anand, Keshav Kumar Kabra, Piyush Goyal

Announcements

Homework 3 has been posted.

Class Timings
Monday, Thursday 9:30-10:55, Venue : Block IIA-204

Tutorials
Tuesday, Thursday 3-4pm, Venue : Block IIA - 204.

Homeworks

Homework 1

Homework 2

Homework 3

Topics
1. Floating point arithmetic, errors in computation, conditioning, stability.
2. Interpolation, non-linear equations.
3. Systems of linear equations - LU decomposition, Cholesky factorization.
4. QR factorization, least squares.
5. Eigenvalues, singular value decomposition.
6. Numerical differentiation and integration

Pre-requisites
First course in linear algebra, calculus and programming.
Warning : the course will make heavy use of linear algebra, so if you are not comfortable with fundamentals of linear algebra, you should not take this course.
You will be expected to write programs in MATLAB.

Books
There is no required textbook for this course. But most of the topics covered can be found in one of these books.

1. Numerical Mathematics and Computing, by Ward Cheney and David Kincaid.
2. Scientific Computing : an introductory survey , by Michael T. Heath.
3. Numerical Linear Algebra , by Llyod N. Trefethen and David Bau.

Grading
25% : Homework and Programming Assignments
20% : Each minor exam
35% : Major exam