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AMSC/CMSC 460 (Computational Methods)


DESCRIPTION Basic computational methods for interpolation, least squares, approximation, numerical quadrature, numerical solution of nonlinear equations, systems of linear equations, and initial value problems for ordinary differential equations.  Emphasis on the methods and their computational properties rather on their analytic aspects.
PREREQUISITES Math 240 and 241,  CMSC 105 or CMSC 106 or CMSC 114 or ENEE 114
TOPICS Computer Arithmetic and Errors
     Machine arithmetic
     Error analysis
     Stability and conditioning
Solving linear systems of equations
     Gaussian elimination
     well-conditioning vs. ill-conditioning, matrix and vector norms
Software for Gaussian elimination
Interpolation
     Polynomial interpolation
     Piecewise polynomial interpolation
     Spline interpolation
     Software for interpolation
Numerical Integration
     Elementary integration formulas (midpoint, trapezoidal rules, etc.)
     Gaussian quadrature
     Adaptive quadrature
     Software for adaptive integration
Solution of nonlinear systems of equations
     Bisection method, secant method, Newton's method
     Methods for systems of equations
     Software for solving nonlinear equations
Numerical solution of ordinary differential equations
     Stability and stiffness
     Basic numerical methods
     Stepsize control
     Methods for stiff systems
     Software for solving initial value problems
Linear least squares problems
     Data fitting and least squares
     QR factorization
     Software for least squares problems
 
TEXT Text(s) typically used in this course.