Lecture plan. Updated continously.

Week Theme Curriculum
3 Introduction to MATLAB, floating point numbers, loss of significance Ch. 1.1, 1.3, 1.4
4 Bisection method, method of false position, Newton's method Ch. 3.1, 3.2
5 Modifications of Newton's method, Newton's method for nonlinear systems, fixed-point iterations Ch. 3.2, 3.3,note
6 Linear systems, Gaussian elimination Ch. 2.1, 2.2,
7 Gaussian elimination, banded and tridiagonal linear systems, matrix factorization Ch. 2.2, 2.3 (not pentadiagonal systems), 8.1
8 Matrix factorization, eigenvalues, iterative solvers for linear systems. Ch. 8.1, 8.2 (only first 4 pages), 8.4 (not conjugate gradient)
10 Polynomial interpolation (Lagrangian interpolation, divided differences), interpolation errors. Ch. 4.1, 4.2
11 Interpolation errors, estimation of derivatives, Richardson extrapolation Ch. 4.2, 4.3
12 Numerical integration, Trapezoid rule (regular, composite, recursive), Romberg integration, Simpsons rule (regular) Ch. 5.1, 5.2, 5.3
14 Numerical integration, Simpsons rule (composite, adaptive), Newton Cotes rules Ch. 5.3
15 Gaussian quadrature, Splines (linear, quadratic) Ch. 5.4, 6.1 (Not "Subbotin Quadratic Splines")
16 Splines (General, cubic), Least squares methods Ch. 6.2, 9.1, 9.2 (only up to p. 439), 9.3 (Only "Inconsistent Systems")
17 Least squares methods, Initial value problems 9.3 (Only "Use of a Weight Function w(x)"), 7.1, 7.2
17 Initial value problems 7.2, 7.3, 7.4
2013-05-01, Eirik Hoel Høiseth