MATH 270B: NUMERICAL ANALYSIS

Winter 2009


The Math 270 sequence is intended to provide a thorough background in algorithms for numerical linear equations, eigenvalues, nonlinear equations, optimization, interpolation, approximation and ordinary differential equations.

The main topics covered in Math 270B include: iterative methods for nonlinear systems of equations, Newton's method. Unconstrained and constrained optimization. Iterative methods for large sparse systems of linear equations. The Weierstrass theorem, best uniform approximation, least-squares approximation, orthogonal polynomials. Polynomial interpolation, piecewise polynomial interpolation, piecewise uniform approximation. Numerical differentiation: divided differences, degree of precision. Numerical quadrature: interpolature quadrature, Richardson extrapolation, Romberg Integration, Gaussian quadrature, singular integrals, adaptive quadrature.

Grading options:

Some homework assignments will require the use of the package Matlab, although no prior knowledge of Matlab is assumed. All students registered for the class will be assigned a UCSD computer account.

If you need more Matlab documentation, take a look at: http://www.math.mtu.edu/~msgocken/intro/intro.html.

I prefer not to answer technical questions by email (n emails for me to understand your question, m emails for you to understand my answer), but students are welcome to attend my office hours or see me after class.

Lecture slides
Supplementary Class Notes
Homework Assignments
Homework Solutions

Instructor: Philip E. Gill
Time: MWF 12:00p--12:50p
Class Location: AP&M Room 2402
Office Hours: MWF 3:00--4:00 (or by appointment)

TA: Michael Ferry (mwferry@math.ucsd.edu)
Place: 5801 AP&M'
Office Hours: TBA