National Tsing Hua University
Department of Computer Science

Course Title: CS3331 :     Numerical Methods       Syllabus    

Credits: 3 (Fall, 2007)      

Classes: 1:10-2, Tuesday and 1:10-3, Friday at EECS 131

Instructor: Chaur-Chin Chen

Tel/E-mail: (03) 573-1078 (O),     (03) 574 2809 (Lab),     cchen@cs.nthu.edu.tw

Prerequisites: C/C++ ,   Data Structure ,   Linear Algebra ,   Differential Equations ,   [Probability Theory]  

Contents:
1. Foundations    
2. Solving Linear Systems of Equations     Gaussian Elimination P.P.     G.E. with Partial Pivoting     Test data for G.E.P.P.
    C program for Crout Algorithm     Test data     The Linear Least Squares Problem     Polynomial Regression
    dataGPA.txt     dataQua.txt     Visualization
3. Computing Eigenvalues and Eigenvectors       Problems for Practice      
    Givens Rotations for Computing Eigenvalues     Codes for Power method ;
    Drive for Power method
4. Nonlinear Equations    
5. Interpolation and Approximation       Greek letters
6. Discrete Fourier Transform and DCT with Applications
7. Numerical Differentiation and Integration *     Matlab Program for Richardson Extrapolation Algorithm

Textbooks:
Laurene V. Fausett, Applied Numerical Analysis Using Matlab, Second Edition, Pearson International Edition, Pearson Prentice Hall (2008)

References:
1. J.D. Faires and R.L Burden , Numerical Methods, Prentice-Hall (2003)
2. D. Hanselman and B. Littlefield, Mastering MatLab 7 (2005)
3. D. Kincaid and W. Cheney, Numerical Analysis, 3rd ed. Brooks/Cole (2002)
4. J.H. Mathews and K.D. Fink, Numerical Methods Using Matlab, Prentice-Hall (2004)
5. G. Recktenwald, Numerical Methods with Matlab, Prentice-Hall (2000)
6. T. Hastie, R. Tibshirani, and J. Friedman , The Elements of Statistical Learning: Data Mining, Inference, and Prediction (2001)
7. M.T. Heath , Scientific Computing: An Introductory Survey, 2nd ed., McGraw-Hill Companies, Inc. (2002)

Grading:
  • (20%) Homework Assignments
  • (80%) Exams


    Updated on January 7, 2008