Course manual 2023/2024

Course content

The course gives a broad overview of basic numerical methods for solving Linear Systems, Least Squares problems, Eigenvalue problems, Nonlinear equations, Optimization problems, Interpolation and Quadrature problems, and Ordinary Differential Equations. These methods form the basis for many numerical algorithms used in computational science and engineering.

Study materials

Literature

  • Micheal E. Heath, 'Scientific Computing, an Introductory Survey', SIAM, Philadelphia, USA, revised 2nd Edition, 2018, ISBN 9781611975574.

Objectives

  • To get an overview of basic Numerical Algorithms

Teaching methods

  • Lecture
  • Practical sessions
  • Self-study

Lectures, practical sessions, self-study. See info on Canvas.

Learning activities

Activity

Number of hours

Hoorcollege

28

Laptopcollege

28

Tentamen

3

Zelfstudie

109

Attendance

This programme does not have requirements concerning attendance (Ter part B).

Assessment

Item and weight Details

Final grade

0.6 (60%)

Tentamen

Must be ≥ 4.5

0.4 (40%)

Homework grade

1 (17%)

Homework 1

1 (17%)

Homework 2

1 (17%)

Homework 3

1 (17%)

Homework 4

1 (17%)

Homework 5

1 (17%)

Homework 6

Final grade after retake

0.6 (60%)

Hertentamen

Must be ≥ 4.5

0.4 (40%)

Homework grade

1 (17%)

Homework 1

1 (17%)

Homework 2

1 (17%)

Homework 3

1 (17%)

Homework 4

1 (17%)

Homework 5

1 (17%)

Homework 6

Exam ("tentamen") grade must be >= 4.5. Tools for exam: Pen and paper. Student may use a handwritten cheat sheet of one page A4 (single sided).

Assignment grades will remain valid also in case of the resit, i.e. in the above computation the resit grade will replace the exam grade. The grade for the resit ("hertentamen") must be >=4.5, as is the case for the regular exam.

Partial results from previous years are no longer valid. This is in accordance with the teaching and exam regulations (TER).

Assignments

Homework 1

  • Approximation errors and floating point numbers

Homework 2

  • Systems of linear equations

Homework 3

  • Linear least squares/QR decomposition/SVD

Homework 4

  • Rootfinding and optimization

Homework 5

  • Optimization, interpolation

Homework 6

  • Interpolation, integration, ordinary differential equations

The assignments are to be made in groups of two and will be graded.

Fraud and plagiarism

The 'Regulations governing fraud and plagiarism for UvA students' applies to this course. This will be monitored carefully. Upon suspicion of fraud or plagiarism the Examinations Board of the programme will be informed. For the 'Regulations governing fraud and plagiarism for UvA students' see: www.student.uva.nl

Course structure

Chapters 1-9 of the book by Heath are treated. Below is an indicative schedule. See Canvas for details.

Weeknummer Studiestof
1 chapters 1, 2
2 chapters 2, 3
3 chapters 3, 5
4 chapters 5, 6
5 chapters 6, 7
6 chapters 8, 9
7 chapters 9, 4
8 exam

 

Timetable

The schedule for this course is published on DataNose.

Additional information

Required prior knowledge: Calculus (differentiation, integration, Taylor expansion, minima and maxima, derivatives in higher dimensions) and Linear Algebra (matrices, linear equations, rank, linear independence, orthogonality, eigenvalues)

Software tools: Programming assignments are to be done in Python using JupyterLab software.  

Contact information

Coordinator

  • dr. Chris Stolk

Staff

  • B. Bharti
  • Leonard Busch
  • Harald Monsuur MSc