CSC436F Numerical Algorithms

The first meeting of the course is Monday 14 September 2020.

Numerical algorithms are behind designing shapes (e.g. shapes for cars, planes, fonts), computing intensities for displaying graphics, animating moving objects, studying the spread of diseases, modelling the orbit of planets and satellites, supporting search engines such as google, and many more practical problems modelled by mathematics. In this course we will look at a variety of such problems and learn how to develop accurate and efficient numerical algorithms for solving them.
Prerequisite: CSC336H1/CSC350H1
Recommended preparation: exposure to multivariate calculus (e.g. partial derivatives)

Aims Outline

General Numerical Analysis
Michael Heath Scientific Computing: an introductory survey SIAM 2018 (or McGraw-Hill Inc.)
Uri Ascher and Chen Greif A first course in Numerical Methods SIAM 2011 (e-book on library)
David Kincaid and Ward Cheney Numerical Analysis Brooks/Cole
Richard L. Burden and J. Douglas Faires Numerical Analysis Brooks/Cole
James Epperson An introduction to Numerical Methods and Analysis Wiley
Samuel D. Conte and Carl de Boor Elementary Numerical Analysis SIAM 2018 (also McGraw-Hill Inc.)
L. W. Johnson and R. D. Riess Numerical Analysis Addison Wesley
David Kahaner, Cleve Moler and Stephen Nash Numerical Methods and Software Prentice Hall
G. Dahlquist and A. Bjorck (trans. N. Anderson) Numerical Methods Prentice Hall
J. Stoer and R. Bulirsch Introduction to Numerical Analysis Springer Verlag
Charles Van Loan Introduction to Scientific Computing Prentice Hall 2000
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 1996


Schedule for Fall 2020
Lectures Monday 15:00-17:00 Room BA 2185 and online
Tutorial Wednesday 15:00-16:00 Room BA 2185 and online
Office Hours Monday 13:00-14:00 Online (and Room TBD for very special cases)

Tentative marking scheme for Fall 2020
Homework 1 2%
Homework 2 4%
Homework 3 4%
Assignment 1 12%
Assignment 2 13%
Assignment 3 13%
Term test 1 13%
Term test 2 13%
Final test 26%
All assessments may include computer work.