CSC336 Numerical Methods

This page lists only general information on CSC336. For current registered students, please see
announcements for current students and course outline

The first meeting of CSC336 is Thursday, September 10, 2026, 18:00-21:00, at BA 1170.

Please note that we start at 18:10.

Aims

  • Introduce numerical methods for solving linear and nonlinear equations, and approximation problems.
  • Evaluate numerical methods with respect to their accuracy, time and memory complexity.
  • Develop and practice computer skills in implementing numerical methods efficiently on the computer.
  • Use high level software for studying numerical methods.

Topics

  • Computer Arithmetic and Computational Errors
    Representation of numbers, machine arithmetic, round-off error, error propagation, condition number of function, stability
  • Solving square linear systems of equations
    Gauss elimination, LU factorisation, pivoting, scaling, forward and back substitution,
    Vector and matrix norms, condition numbers for systems
  • Solving nonlinear equations
    Bisection, secant, Fixed point iteration, Newton's method, Convergence, Newton's method for systems, Jacobian matrix
  • Interpolation
    Polynomial interpolation, existence and uniqueness of polynomial interpolant, Piecewise polynomial interpolation, Spline interpolation

References

General Numerical Analysis
Michael Heath Scientific Computing: an introductory survey SIAM 2018 or McGraw-Hill Inc. 2002+
Cleve Moler Numerical Computing with MATLAB SIAM - Cambridge University Press
David Kahaner, Cleve Moler and Stephen Nash Numerical Methods and Software Prentice Hall 1989
S. D. Conte and Carl de Boor Elementary Numerical Analysis McGraw-Hill Inc., or SIAM
David Kincaid and Ward Cheney Numerical Analysis Brooks/Cole 2002 (1996)
Richard L. Burden and J. Douglas Faires Numerical Analysis Brooks/Cole 2001 (1997)
James Epperson An introduction to Numerical Methods and Analysis Wiley 2003
Numerical Linear Algebra
William W. Hager Applied Numerical Linear Algebra Prentice Hall 1988

Prerequisites

  • General: Ability to handle notation and to do algebraic manipulation.
  • Calculus: Differentiation and integration of polynomial, trigonometric, exponential, logarithmic and rational functions, continuity, limits, graphs of functions, Taylor series, Rolle's theorem, mean-value theorem, de l' Hospital's rule.
  • Linear Algebra: Matrix and vector addition and multiplication, elementary row operations, linear (in)dependence, inverse matrix, etc.
  • Programming: knowledge of some programming language, such as MATLAB, python, C or FORTRAN.
  • Other Mathematics: induction.

Schedule for Fall 2026

Lectures Thursday 6-9 PM Room BA 1170
Tutorial Thursday 6-9 PM Room BA 1170
Office Hours Wednesday 1:30-2:30 PM Room BA4226
Both lecture and tutorial times may be used for either purposes, depending on how the course material proceeds.
As the course proceeds, there will be more office hours, depending on due dates.

Tentative marking scheme for Fall 2026

Problem set 1 12%
Problem set 2 12%
Problem set 3 12%
Term test 1 21%
Final exam 43%
The problem sets include computer work.