**FINAL EXAM: Tues 12/10
4:40-6:30 115 McAllister**

**REVIEW SESSION: Monday
12/9 12:00-?? 319 McAllister**

**Instructor**: Douglas N. Arnold

**Contact info: **319 McAllister Building, telephone: 865-0246, email:
dna@psu.edu

**Office hours**: 11:00-12:00 MWF; available at other times by appointment.

**WWW Page**: http://www.math.psu.edu/dna/455.html

**PROGRAMS DISCUSSED IN THE COURSE**

**Two disasters caused by computer
arithmetic errors**

**Textbook**: *An Introduction to Numerical Analysis*, second
edition, by K. Atkinson. John Wiley & Sons, 1989, ISBN 0-471-62489-6.

**Course objectives: **The purpose of this course is to introduce
students to the techniques and concepts of modern numerical analysis. The
course may be taken alone to provide an introduction to the ideas of numerical
analysis in the context of the simplest problems of analysis and algebra,
or,the student may continue with CSE/MATH 456 for a more complete
introduction and some more advanced applications. Numerical analysis is
the study of algorithms for computing numerical answers to mathematical
problems. We shall investigate algorithms for a variety of basic problems,
studying their reliability, efficiency, and computer implementation. In
comparison to 455 and 456, the course CSE/MATH 451 is more of an overview
of numerical algorithms, with less emphasis on analysis of the algorithms.
(Credit will not be given for both 451 and 455.)

**Classroom and lab: **On Mondays and Wednesdays the class will meet
in 115 McAllister, the McAllister
Technology Classroom. This room is equipped an X-windows terminal connected
to a high quality projection system, so that computer demonstrations can
be included in the class time. On Fridays we will meet in the High
Performance Computing Classroom in 215 Osmond. This room contains X-windows
terminals for all the students, and at least part of most Friday classes
will be devoted to guided computer explorations.

**Prerequisites**: Single variable and multivariable calculus; matrix
algebra, and a working knowledge of computer programming.The main computer
languages used will be FORTRAN and Matlab. Other languages may be acceptable
as well.

**Grading**: There will be two midterm exams, each worth 20% of the
grade, a final exam worth 25%, and homework assignments worth 35%. The
homework will include both theoretical problems and computer projects.

**Course topics:**

- Floating point computation, error propagation
- Rootfinding for nonlinear equations
- Interpolation of functions and values
- Numerical integration
- Numerical solution of linear systems

These topics correspond roughly to chapters 1, 2, 3, 5, and 8 of the text.

- Matlab introduction from the University of Utah
- Matlab tutorial from the U.S. Naval Academy
- FORTRAN 77 summary from the
book
*FORTRAN 90 for the FORTRAN 77 Programmer* - A brief review of FORTRAN 77 by John H. Mathews
- Sample FORTRAN programs
- C programming tutorial
- A brief review of C by John H. Mathews
- Sample C programs
- Unix help from University of Edinborough
- The Numerical Analysis FAQ
- Guide to Available Numerical Software
- The Penn State Math Department
- Guide to Math Servers on the Web

Last modified December 6, 1996 by