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Numerical Analysis Pages (one page at a time)
Notation used in the course (could skip)
Basic Programming Constructs
Some Programming Principles
Basic Introduction to Programming in Matlab
Matlab function m-file
On programming assignment 1
Computer Arithmetic
Comparing numbers
Floating point representation
Pictures of a (toy) Floating point system
Floating point arithmetic
Swamping and Cancellation
The set of floats
Comparing reals and comparing floats
Error Analysis
What is a Solution?
Condition analysis
Three perspectives on cancellation
On evaluating a function
Polynomials
Polynomials (could skip)
Polynomial Evaluation
The Taylor Polynomial
A Taylor Polynomial Picture
Rate of Convergence - the 'Big O' notation
Polynomials are Vectors (could skip)
Fundamental Theorem of Algebra (could skip)
Equations in One Variable
Solving equations in one variable
Method of bisection
Newton's method
The secant method
Order of Convergence
Newton's method convergence analysis
Secant method convergence analysis
The Geometry of Newton & Secant
Compare Bisect, Newton & Secant
Hybrid methods for root finding
Roots of a polynomial (Mueller's method and deflation)
Example of a bad polynomial
Interpolation and Approximation
Quadratic Interpolation
Polynomial Interpolation
Evaluating the Interpolator (Barycentric weights)
Interpolation Nodes (could skip)
Lagrange interpolation example
Lagrange Chebyshev nodes example
Hermite interpolation
Hermite interpolation on 2 nodes (could skip)
Kissing (osculating) polynomials
FFT Tease (could skip)
Interpolating splines
Least squares (could skip)
Differentiation and Quadrature
Numerical differentiation is easy
Numerical differentiation is hard
Quadrature (Newton-Cotes)
Composite Newton-Cotes
Optimal Quadrature (Gaussian Quad) (could skip)
Basic Monte Carlo
Rejected (rejection sampling) (could skip)
Smart numerical integration (adaptive)
Adaptive quadrature: recursive m-file
Ordinary Differential Equations
The IVP and Euler's method
A Picture Euler's method
Can we solve this IVP? (well-posed)
Systems of IVP's
Example System of IVP's
Local Truncation Error
Runge-Kutta methods
Runge-Kutta methods order 2
Adaptive Runge-Kutta methods
Multi-step methods
Adaptive Multistep Methods
Stiff problems