Math 128B, Numerical Analysis, Spring 2009.
 Class Information
 Quiz and Midterm Schedule
 Feb. 1 (quiz)
 Feb. 22 (quiz)
 March 8 (Midterm)
 Mar. 22 (quiz)
 Apr. 12 (quiz)
 Apr. 26 (quiz)
 Term Final Projects
 Nonsymmetric QR Algorithm : In this project,
we extend the symmetric QR algorithm to solve the
nonsymmetric eigenvalue problem. This will involve
Hessenberg reduction, and single and double shift QR
algorithm.
 Preconditioned Conjugate Gradient Method : In
this project, we will develop the preconditioned version
of the CG method, and test the effectiveness of various
preconditioners. See Cojugate
gradient method on Wikipedia.
 Variations of the Fast Foruier Transform : The
FFT comes in many different forms and variations. In this
project, we study these variations and develop
corresponding matlab code for doing these transforms. See
Discrete cosine transform and
Discrete sine transform on Wikipedia.
 QuasiNewton Methods: There is a broad class of
QuasiNewton methods for solving nonlinear optimization
problems, with the Broyden method being one of them. In
this project, we will study such methods and develop
corresponding matlab code. See
QuasiNewton method on Wikipedia.
 LevenbergMarquardt Method : This is another
class of methods for solving nonlinear least squares
problems. In this project, we will study this method and
develop matlab code. See
LevenbergMarquardt method on Wikipedia.
 Exams and Solutions
 The mean on the midterm was 54/100.
 Homework and Programming Assignment

Homework #1, due Feb. 2 in discussion.

Homework #2, due Feb. 9 in discussion.

Homework #3, due Feb. 18 in class.

Homework #4, due Feb. 23 in discussion.

Homework #5, due March 2 in discussion.

Homework #6, due March 9 in discussion. Note that
problems from Section 9.3 have been deleted (March 3, 2009.)

Homework #7, due March 16 in discussion. Note that you
can use the planerot function in matlab to compute Givens
rotations.

Homework #8, due March 30 in discussion.

Homework #9, due April 6 in discussion.

Homework #10, due April 13 in discussion.

Homework #11, due April 20 in discussion.

Homework #12, due April 27 in discussion.

Homework #13, due May 4 in discussion.

Programming Assignment #1, due Feb. 16.

Programming Assignment #2, due March 18.

Programming Assignment #3, due April 13.

Programming Assignment #4, due May 4. Note that the
basic Anadromic scheme for this project should be the one
in this
letter from Prof. Li.
 Matlab Codes
 Web Links