Math 578 - Numerical Analysis (Fall 2011)
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Location |
Burnside Hall 1205 |
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Time |
Tuesday and Thursday - 13:05 - 14:25 |
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Instructor |
Jean-Christophe Nave |
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office |
Burnside hall 1121 - Thursday - 14:30 - 16:00 (or by appointment) |
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jcnave@math.mcgill.ca |
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website |
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TA |
Alexandra Tcheng |
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Office |
Burnside Hall 1029 |
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Email |
alexandra.tcheng (at) mail.mcgill.ca |
Math 578 - Syllabus (last updated 9/1/11)
Development, analysis and effective use of numerical methods to solve problems arising in applications. Topics include direct and iterative methods for the solution of linear equations (including preconditioning), eigenvalue problems, interpolation, approximation, quadrature, solution of nonlinear systems.
Students enrolled
in Math 578 are strongly encouraged to attend the following seminars:
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Assignment 1 |
Out: 04/10/11 Due: 18/10/11 |
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Assignment
2 |
Out: 08/11/11 Due: 24/11/11 |
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Lecture 1 |
09/01/11 |
Course outline - Basic Notion.
Lagrange Interpolation. |
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Lecture 2 |
09/06/11 |
Lagrange Interpolation + Hermite
interpolation. |
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Lecture 3 |
09/08/11 |
Chebichev interpolation |
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Lecture 4 |
09/13/11 |
Piecewise Lagrange and Hermite
interpolation. Spline interpolation. |
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Lecture 5 |
09/15/11 |
Fourier Transform (FFT) |
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Lecture 6 |
09/20/11 |
Continuous Fourier Transform |
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Lecture 7 |
09/22/11 |
Matlab Basic review |
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Lecture 8 |
09/27/11 |
Discrete Fourier |
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Lecture 9 |
09/29/11 |
Wavelet transform |
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Lecture 10 |
10/04/11 |
Calculus of finite-differences |
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Lecture 11 |
10/06/11 |
Calculus of finite-differences + Formal power series |
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Lecture 12 |
10/11/11 |
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Lecture 13 |
10/13/11 |
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Lecture 14 |
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Lecture 15 |
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Lecture 16 |
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Lecture 17 |
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Lecture 18 |
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Lecture 19 |
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Lecture 20 |
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Lecture 21 |
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Lecture 22 |
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Lecture 23 |
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Lecture 25 |
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Lecture 26 |
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Lecture 27 |
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Workshop: Project presentations |
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LyX (Free and simple LaTeX editor)
Free alternatives to Matlab: Octave and SciLab.