CSC350F Numerical Algebra and Optimisation

Aims Outline

References
General Numerical Analysis
Michael Heath Scientific Computing: an introductory survey McGraw-Hill Inc.
Richard L. Burden and J. Douglas Faires Numerical Analysis Brooks/Cole
David Kincaid and Ward Cheney Numerical Analysis Brooks/Cole
L. W. Johnson and R. D. Riess Numerical Analysis Addison Wesley
David Kahaner, Cleve Moler and Stephen Nash Numerical Methods and Software Prentice Hall
S. D. Conte and Carl de Boor Elementary Numerical Analysis McGraw-Hill Inc.
G. Dahlquist and A. Bjorck (trans. N. Anderson) Numerical Methods Prentice Hall
J. Stoer and R. Bulirsch Introduction to Numerical Analysis Springer Verlag 1980, 1993
Numerical Linear Algebra
William W. Hager Applied Numerical Linear Algebra Prentice Hall 1988
Gene Golub and Charles Van Loan Matrix computations John Hopkins University Press
Philippe G. Ciarlet Introduction to numerical linear algebra and optimisation Cambridge University Press

Prerequisites

Schedule for Fall 2013
Lecture Tuesday 1-3 PM Room BA B024
Tutorial Thursday 1-2 PM Room BA B024
Office Hours Monday 3:30-4:30 PM Room BA 4226

Tentative marking scheme for Fall 2013
Problem set 1 12%
Problem set 2 12%
Problem set 3 12%
Midterm test 24%
Final exam 40%
The problem sets include computer work.