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Numerical Method

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51 views4 pages

Numerical Method

Uploaded by

ARJU Zerin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Course Title: CSE/CEN 317 Numerical Methods

Instructor
Dr. AKMMahbubur Rahman, Assistant Professor, Dept. of CSE, IUB
Email: [email protected]

Office Room: C7008, Building 3


Office Hours: Wednesday 11:00 AM – 2:00 PM
https://meet.google.com/lookup/fvc3va2kxs,
Class Hours: ST: 3:30 PM – 5:00PM,
Lab Hours: T: 2:00 PM – 3:30 PM
Class Location: Google Class room

Course Objective
The objective of this course is to introduce the student computational methods required by engineers, mathematicians,
physicists and economists to explore complex systems. Mathematical models developed to explore complex systems can
be rarely “solvable” algebraically and hence computational methods have been developed. This course introduces such
methods that range from techniques for system of linear equations, nonlinear equations, approximation of functions,
interpolation, clustering, least square data fitting and classification, differentiation and integration. More emphasis will
be put on applied linear algebra topics which are prerequisite for Artificial Intelligence, Machine Learning, and other
advanced courses. We will make use of Matlab programming to implement and analyze the methods.

Learning outcomes:
1. Demonstrate understanding of the Linear algebra theory that underlies the many of common computational
methods and how the methods are used to obtain approximate solutions to otherwise intractable mathematical
problems. ---- CO1, PO1
2. Apply numerical methods to obtain approximate solutions to mathematical problems. --- CO1, PO1
3. Derive numerical methods for various mathematical operations and tasks, such as interpolation, differentiation,
integration, the solution of linear and nonlinear equations, and least square optimization used in clustering, data
fitting, and classification. CO2, PO2
4. Analyze and evaluate the accuracy of common numerical methods. CO3, PO3
5. Implement numerical methods in Python, numpy. CO3, PO3
6. Write efficient, well-documented Matlab code and present numerical results in an informative way. CO3, PO3

Textbook

1. [VMLS] Introduction to Applied Linear Algebra - Vectors, Matrices, and Least Squares, by S. Boyd and L. Vandenberghe
(available at: https://web.stanford.edu/~boyd/vmls/)

2. [notes] Additional notes to Applied Numerical Computing, http://www.seas.ucla.edu/~vandenbe/133A/133A-


notes.pdf

3. [NME] Numerical Methods for Engineers, by S. Chapra, 7th ed., McGraw Hill

4. [LAA] Linear Algebra, Fourth Edition, David C. Lay

References:

Applied Numerical Methods with MATLAB for Engineers and Scientists, by S. Chapra, 3rd ed., McGraw Hill.

Coding the Matrix - Linear Algebra through Applications in Computer Science, by P. Klein (resources:
codingthematrix.com)
NOTE: You will need a good background on Linear Algebra. If any of you have not taken it do email me. Those who have
taken it a while ago must brush up their knowledge in Linear Algebra. We will of course also have some review of Linear
Algebra materials. A good book is
Linear Algebra and Its Applications, David C Lay, Judi J. McDonald, and Steven R Lay, 5th ed., Pearson

Link:

Good slides from David Lay Book

https://drive.google.com/drive/folders/1b_DkKNdmBph1PSENUDPdbIV4oT7ClHjW

Similar course:

Applied Numerical Computing, Prof. L. Vandenberghe, UCLA: http://www.seas.ucla.edu/~vandenbe/133A/

Tentative Syllabus (Depends on how quickly we can cover the topics, may proceed more quickly or slowly than the
syllabus indicates)

TOPIC READINGS LECT


URES
Approximation errors and approximating single variable functions
Floating point number system and error in number representation, review of derivatives, Ch 3, 4 NME 1

Taylor Series, finding optima of single variable functions


Finding roots of single variable functions – Bisection, Secant and Newton-Raphson Method Ch 5, 6 NME 1

Vectors and Matrices


Vectors - review of vector notation, vector operations, linear and affine multivariable Ch 1,2 VMLS 2
functions, complex vectors, complexity of vector computations, applications: vector
representation of data (e.g., images, documents, timeseries, features), vector representation
of linear and affine functions (e.g., regression, Linear (Taylor) approximation of multivariable
function functions)
Norms and distances - Euclidean norm and distances, properties (Cauchy-Schwarz and Ch 3,4 VMLS 2
triangle inequalities, Pythagorean theorem), statistical measurements of data: average, rms,
standard deviation, and angle between vectors and correlation, covariance; representation
of hyperplanes, application: single variable linear regression, k-means clustering
Direct Methods for Solving System of Linear Equations
Solving system of linear equations using LU decomposition, application: Polynomial Ch 8 VMLS 2
interpolation and Vandermonde matrix, applications of solving system of linear equations
Matrix Inverses: Left and right inverses, solving system of linear equations using matrix Ch 5, 11 VMLS 2
inverses, Gram matrix and Pseudo-inverse
Orthogonality and Least Square Methods
Basis, orthogonality and inner products: basis and change of basis, Orthogonal basis, Gram- Ch 5, 10, 11 2
Schmidt, modified-Gram Schmidt algorithms, QR decomposition of matrices, *Householder VMLS
reflections, application: solving system of linear equations using QR factorization, *lower
dimensional data representation
Linear least-Squares: solution to over-determined systems, normal equation and pseudo Ch 12-14 VMLS; 3
inverse of a matrix, computing pseudo inverse using QR and Cholesky factorization, solving Ch 17 NME
least squares using matrix-vector derivates, application: data fitting and least-square
regression, feature engineering, Least-square classification, regularized least square data
fitting, *least square function approximation
*Interpolation
Interpolation using monomial and Lagrange bases will be discussed in Linear equation Ch 18 NME 2
lecture. *Interpolation using other basis functions: Newton, Legendre, Chebyshev bases,
Hermite interpolation, cubic spline interpolation
Numerical Differentiation and Integration
Finite divided difference approximation of derivatives, Trapezoidal rule, Simpson’s rule Ch 22, 23 NME 1
Problem Condition, Algorithm Stability Ch 6, 7 (notes) 2

*If time permits.

Grading Scheme: As per the IUB grading policy.

Marks Distribution

Exam Rules:
 Three to Four HW test: Every Homework submission day
 Three to Four Class test: Declared
 Two Lab Test: Declared
 One Theory Midterm, One Lab Midterm
 One Theory Final, One Lab Final
 One Mid term Viva
 One Final Viva

Marks Distribution

Assignments (5%) + HW-Exam (15%) = 20%

Class Test: 15% + Lab test: 5% = 20%

Midterm Theory Exam: 20% + Midterm Lab Exam: 10% = 30%

Final Exam: 30% + Lab exam: 10% = 40%

Total = 110%

Assessment and Evaluation Process:

a. HW Exam : Hand written solution. Pen and paper.


b. Class Test, Mid term, and Final: 2-3 hours time. You will write with pen and paper, then you will submit
the image-snapshot --- you must keep their video so that faculty can invigilate you online.
c. Lab test: In fixed time duration in online classroom. In last one hour we can create a board room for one
to one code related viva
d. Take home assignments: With strict plagiarism rules. Any sort of copy would result zero for the whole
assignment.
e. Course viva: One to One. After the midterm lab exam and after the final lab exam

Assignments/Programming Assignments: Programming assignments and lab exams will be based on Matlab coding. You
will be required to implement methods as well as use the methods to solve computational problems. Every 2 weeks
there will be assignments that will require solving numerical problems by hand and/or by coding. Unless explicitly
mentioned the assignments must be completed individually.
Grade Dispute: If you dispute your grade on any assignment or exam, you have one week from the date that the graded
paper was returned to you to request a change in the grade. After this time, no further change in grade will be
considered.

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