Math 3q03    Numerical interpolation and approximation theory   Fall 2009

DR. N. KEVLAHAN

Office: HH 324, Tel: x23412
Email: kevlahan@mcmaster.ca
Office hours: Mondays 10:30-11:30

Class: Tuesdays, Wednesdays and Fridays at 12:30-13:20 in BSB 138

Lab: Mondays at 12:30-13:20 in BSB 244

Purpose of the course

This course discusses both theoretical and practical aspects of numerical interpolation and approximation. Such techniques form the core of Numerical Analysis and are the basis for solution of many important problems. We review the relevant mathematical theory and show how it can be used to construct practical algorithms.  These algorithms are implemented and tested in matlab.

Our focus is on applications to numerical differentiation and integration of functions.  However, we also review certain related special topics such as Galerkin and wavelet approximation theory.

For an excellent explanation of what numerical analysis really is read Trefethen's The Definition of Numerical analysis.

Text

The main text for this course is:

M. R. Grasselli & D. E. Pelinovsky, Numerical Mathematics, Jones & Bartlett (2008).

Course outline

Course notes
Part 1 of course notes
Part 2 of course notes
Part 3 of course notes
Part 4 of course notes

Summary of topics for final exam

Example matlab programs

Assignments

You must use this template.m for completing your assignments.  You must check that your template actually executes properly before submitting it. 

Please email your completed assignment to kevlahan@mcmaster.ca by midnight on the due date.

Assignment given	Assignment due	Assignment	Solutions
September 15	September 29	Assignment 1	Assignment 1 Solutions
September 29	October 13	Assignment 2	Assignment 2 Solutions
October 20	November 3	Assignment 3	Assignment 3 Solutions
November 3	November 17	Assignment 4	Assignment 4 Solutions
November 17	December 1	Assignment 5	Assignment 5 Solutions

Test

Friday 16 October (during the regular class time)

Test solutions

2009-12-07