Advanced Numerical Methods


Course Information



     Lecturer: A. D. Stauffer

     office: 223PS

     phone: x77742




            Lectures: MWF 11:30 - 12:30;  105 WC


Office Hours: MWF 13:00 - 14:00 or by appointment



1) Burden and Faires

Numerical Analysis

QA297 B84


2) Press, Flannery, Teukolsky and Vettering

Numerical Recipes In "Whatever",

QA297 N866, QA297 S68, QA76.73 C15 N865, QA76.73 P2 N87


3) Course notes - available for photocopying from Applied Math Office (101 Petrie Science)



Required Background:

1) Knowledge of C or FORTRAN;


2) Basic knowledge of Numerical Analysis including:

- numerical solutions of equations in one variable

- numerical solutions of systems of linear equations

- interpolation and polynomial approximation



Course Outline: The course will consist of numerical methods for:

- optimization methods

- eigenvalues and eigenvectors of matrices

- approximation theory



Use of the numerical software package IMSL will be required to solve problems in this course.




Marking Scheme:







Two term tests

30% (15% each)

24% (12% each)




Final exam




The term tests will be held on Friday, Oct. 18 and Friday, Nov. 15. Please let me know if these dates will cause problems for you.


Makeup tests will not be given. If you miss a test for a valid reason your mark will be calculated on the remaining work in the course.


The project is required only for those students registered in the graduate courses. It will consist of the solution of a non-trivial problem involving the material in this course or the review of a topic closely allied to the material in the course. The student will hand in a written report on the project and give a class presentation on it.


Drop dates:


The last day to withdraw from this course without receiving a grade is

Friday, Nov. 8.


Graduate students who withdraw before Friday, Oct. 4 will not have any entry on their transcript. If you withdraw after this date your transcript will show a W.


Course information will be mounted on my web site. In particular, assignments, solutions to assignments and tests and copies of previous tests and assignments will be posted there.


Computer accounts:


Students should have an account on one of the following machines: Phoenix, Gauss (MATH students), Herzberg (PHYS students). All of these machines have access to IMSL. An Xterminal interface is required to use the information package contained in IMSL but programs containing IMSL routines can be run from any terminal. Alternately, the IMSL information package is available as a pdf file from my website. MATH undergraduate students can also gain access to the terminals in the Gauss lab if desired.


If you have any problems with regard to obtaining or accessing a computer account, please contact me.



Please note that the assignments must be entirely your own work. Any collaboration or copying will be treated as a case of academic dishonesty and pursued according to faculty regulations.