NEWS:
 
Least squares approximation of sign(x) on [-1,1] with polynomials of degree 10,20,40

Course information

SYLLABUS: Information about exams, homeworks, grades

Additional Course Material

Topics

Literature

  1. James Demmel, Applied Numerical Linear Algebra, SIAM, 1997
    freely available online via UMD Library
  2. Rivlin, T. J., an Introduction to the Approximation of Functions, Dover, 1969
  3. Gil, A., Segura, J., Temme, N., Numerical Methods for Special Functions, SIAM, 2007
    chapter on Chebyshev Expansions is freely available online
  4. Hairer, E., Norsett, S.P., Wanner, G., Solving Ordinary Differential Equations I. Nonstiff Problems, Second Revised Edition, Springer 1993
  5. Hairer, E., Wanner, G., Solving Ordinary Differential Equations II. Stiff and Differential-Algebraic Problems, Second Revised Edition, Springer 1993
  6. Deuflhard, P., Bornemann, F., Scientific Computing with Ordinary Differential Equations, Springer, 2002
  7. Elman, H., Silvester, D., Wathen, A., Finite Elements and Fast Iterative Solvers, Second Edition, Oxford Science Publications, 2014
  8. Morton, K. W., Mayers, D.F., Numerical Solutions of Partial Differential Equations, Second Edition, Cambridge, 2005
  9. Nocedal, J., Wright, S., Numerical Optimization, Second Edition, Springer 2006
    freely available online via UMD Library
  10. Kelley, C. T., Iterative Methods for Linear and Nonlinear Equations, SIAM 1995
  11. Kelley, C. T., Iterative Methods for Optimization, SIAM 1999
    freely available online via UMD Library

Matlab programming

We will use Matlab to see how various algorithms perform (or fail).
Matlab can be downloaded for free from TERPware.

How to hand in Matlab results for homeworks: