数值分析
Master Course, University of Electronic Science and Technology of China, Building, 2018
Numerical Analysis (Master)
Course Information
- Numerical Analysis (11070016005)
- The application used to demonstarte the live codes, interactive computing during lecture is call Jupyter Notebook. The notebooks for this course are available to be viewed on link.
Textbook
- 钟尔杰，黄廷祝，《数值分析》高教出版社，2004。
Reference Book
- 李庆扬等，《数值分析》，清华大学出版社，2008。
- S.D. Conte, C. De Boor, Elementary Numerical Analysis: An Algorithmic Approach, Mcgraw-Hill College, 1980.
- A. Quarteroni, et al., Numerical Mathematics, Springer, 2000.
- David Kincaid, Ward Cheney, Numerical Analysis: Mathematics of Scienti c Computing, Third Edition, Brooks/Cole, 2002.
- pan.baidu.com Code: txch
Grading
Policies
- Academic dishonesty is prohibited
Assignment information
Lecture Notes
- Chapter 1. Introduction & Errors Slides
- Chapter 2. The Solution of Nonlinear Equations Slides
- Bisection Method Slides Code
- Fixed Point Method Slides Code
- Newton’s Method Slides Code
- Chapter 3. Direct Method for Systems of Linear Equations
- Gaussian Elimination Slides
- The LU Factorization
- Partial Pivoting Slides Code
- Norm, Error and Residual of an Approximate Solution Slides
- Tridiagonal matrix, the symmetric positive definite (SPD) matrix Slides
- Chapter 4. Iterative Method for Linear Systems
- General Form of the Iterative Method and Its Convergence Slides
- Jacobi Method, Gauss-Seidel Method, SOR Method and Their Convergence Slides
- Application for Solving Laplace Equation: Block Matrix and Sparse Matrix Slides
- Introduction to Minimization Methods Slides
- Steepest Descent Method Slides Code & Jupyternotebook
- Chapter 5. Introduction to Eigenvalue Problems
- Power Iteration and Inverse Power Iteration Slides Code & Jupyternotebook
- Chapter 6. Interpolation
- Lagrange Interpolation and Newton’s Divided Difference Slides
- Interpolation Error Slides
- Piecewise-Linear Interpolation and Hermite Interpolation Slides
- Splines Slides
- Chapter 7. Least Squares
- Least Squares Slides
- Orthogonal Polynomials Slides
- Chapter 8. Numerical Integration and Differentiation
- Trapezoid Rule, Simpson’s Rule and Newton-Cotes Methods Slides
- Composite Numerical Integration, Gaussian Quadrature Slides
- Numerical Differentiation Slides
- Chapter 9. Numerical Solution of Ordinary Differential Equations
- Initial Value Problem and Euler Method Slides
- Runge-Kutta Methods Slides
- Revision
- Outline Slides