MATH3230A - Numerical Analysis - 2018/19

Course Name: 
Numerical Analysis
Teacher: 
Prof. Andrew Kei Fong LAM
Course Year: 
2018/19
Term: 
1

Announcement

  • Lecture-free dates: 1st and 17th October
  • Midterm on 10th October in LT2, 4:30pm to 6:30pm

General Information

Lecturer

  • Andrew LAM
    • Office: Science Centre South 290
    • Tel: 3943-5297
    • Email:
    • Office Hours: Tues and Thurs 1 - 2pm. Email for other times

Teaching Assistant

  • Ms. Ying LIANG
    • Office: LSB 222C
    • Tel: 3943 8570
    • Email:
  • Mr. Fuqun HAN
    • Office: LSB 222C
    • Tel: 3943 8570
    • Email:

Time and Venue

  • Lecture: Mon 13:30-14:15, LSB LT4; Wed 16:30-18:15, LSB LT2
  • Tutorial: Mon 12:30-13:15, LSB LT4

Course Description

Numerical Analysis is an important branch in Applied Mathematics, where the aim is to solve solving all kinds of mathematical problems arising from practical applications and can be modelled by different equations or inequalities. This course introduces the fundamental concepts, methods, and basic tools in the field. The emphasis of this course is not only on the methods, but also their analysis. We will study questions such as whether a method converges, and if it does how fast it converges.

Starting with several popular and effective methods for solving nonlinear equations of one variable ( bisection method and Newton’s method), we then study the issues of floating point arithmetic and how computers approximate real numbers. Afterwards, we move onto methods for solving square linear systems (Gaussian elimination, LDU factorisation, Cholesky factorisation) and non-square linear systems, follows by a discussion on solving systems of nonlinear equations of multiple variables (Newton’s method, Broyden’s method and steepest descent method). Then, we look into the problem of approximating a complicated function using only few data points (Interpolation), approximating the value of an integral, and derivatives of a function.


Textbooks

  • D. Kincaid and W. Cheney, Numerical Analysis: Mathematics of Scientific Computing, Third Edition, 2009
  • G.W. Stewart, Afternotes on Numerical Analysis, SIAM, 1996.

Lecture Notes


Tutorial Notes


Assignments


Quizzes and Exams


Assessment Scheme

Tutorial attendance 20%
Midterm (TBA) 30%
Final exam 50%

Honesty in Academic Work

The Chinese University of Hong Kong places very high importance on honesty in academic work submitted by students, and adopts a policy of zero tolerance on cheating and plagiarism. Any related offence will lead to disciplinary action including termination of studies at the University. Although cases of cheating or plagiarism are rare at the University, everyone should make himself / herself familiar with the content of the following website:

http://www.cuhk.edu.hk/policy/academichonesty/

and thereby help avoid any practice that would not be acceptable.

Assessment Policy

Last updated: November 28, 2018 15:55:12