BSc Computer Science and Mathematics

Year of entry: 2022

Course unit details:
Numerical Analysis 1

Unit code MATH20602
Credit rating 10
Unit level Level 2
Teaching period(s) Semester 2
Offered by Department of Mathematics
Available as a free choice unit? No

Overview

Numerical analysis is concerned with finding numerical solutions to problems for which analytical solutions either do not exist or are not readily or cheaply obtainable. This course provides an introduction to the subject, focusing on the three core topics of iteration, interpolation and quadrature.

The module starts with 'interpolation schemes', methods for approximating functions by polynomials, and 'quadrature schemes', numerical methods for approximating integrals, will then be explored in turn. The second half of the module looks at solving systems of linear and non-linear equations via iterative techniques. In the case of linear systems, examples will be drawn from the numerical solution of differential equations.

Students will learn about practical and theoretical aspects of all the algorithms. Insight into the algorithms will be given through MATLAB illustrations, but the course does not require any programming.

 

Pre/co-requisites

Unit title Unit code Requirement type Description
Foundations of Pure Mathematics A MATH10101 Pre-Requisite Compulsory
Foundations of Pure Mathematics B MATH10111 Pre-Requisite Compulsory
Linear Algebra A MATH10202 Pre-Requisite Compulsory
Linear Algebra B MATH10212 Pre-Requisite Compulsory
Sequences and Series MATH10242 Pre-Requisite Compulsory
Real Analysis A MATH20101 Pre-Requisite Compulsory
Real Analysis B MATH20111 Pre-Requisite Compulsory

Aims

This course unit aims to introduce students to theoretical and practical aspects of the numerical solution of linear and non-linear equations, the approximation of functions by polynomials, and the approximation of integrals via quadrature schemes.

 

 

Learning outcomes

On completion of this unit successful students will be able to:

  • demonstrate, and mitigate for the effect of, non-exact arithmetic on the approximation of simple mathematical calculations,
  • quantify the computational cost of simple numerical algorithms, and apply Horner’s rule for the efficient evaluation of polynomials,
  • construct, apply theorems regarding, and analyse the error of, interpolating polynomials which pass through a given set of coordinates,
  • construct, apply theorems regarding, and analyse the error of, quadrature schemes for the numerical approximation of integrals,
  • construct interpolation and quadrature schemes which are accurate up to a given degree of precision, and justify using theoretical results,
  • implement iterative methods for the approximation of solutions to linear and non-linear equations,
  • apply theorems regarding the convergence of such iterative schemes to given examples,
  • apply the results of, and methods used in, proofs from theorems in the course in familiar and unseen settings.

Syllabus

1.Introduction to numerical analysis. Floating point arithmetic. Catastrophic cancellation and the quadratic equation formula. Efficiency and Horner's method. [3 lectures]

2.Approximation. Lagrange interpolation. Uniqueness and existence of interpolants. Error estimates. Runge's example. Divided difference form of interpolant. Application to quadrature. [6]

3.Linear Algebra. PDE example to introduce sparse matrices. Iterative vs direct methods. Examples of iterative methods (Jacobi, Gauss-Seidel). Vector Norms. Eigenvalues, eigenvectors, spectral radius. Convergence criteria. Error bounds, matrix norms, and condition number. [7]

4.Solving non-linear equations. Solution of non-linear equations by the bisection method, fixed point iteration, and Newton's method. Discussion in one and two dimensions. [6]

Employability skills

Other
The skills and knowledge developed in this course unit are of direct relevance to many careers in numerate disciplines, for example modelling and simulation in industry and research, software development, financial engineering, optimization and machine learning in data science, computer graphics, systems analysis in business and economics, consultancy, in addition to further academic study. This course unit includes activities involving the use of computational and graphical software for practical application of numerical algorithms.

Assessment methods

Method Weight
Other 20%
Written exam 80%
  • Coursework; Weighting within unit 20%
  • End of semester examination; Weighting within unit 80%

Feedback methods

Feedback tutorials will provide an opportunity for students' work to be discussed and provide feedback on their understanding.  Coursework or in-class tests (where applicable) also provide an opportunity for students to receive feedback.  Students can also get feedback on their understanding directly from the lecturer, for example during the lecturer's office hour.

Recommended reading

  • Endre Suli and David Mayers, An Introduction to Numerical Analysis, Cambridge University Press 2003.
  • Richard L. Burden and J. Douglas Faires, Numerical Analysis, Brookes Cole 2004.
  • Desmond J. Higham and Nicholas J. Higham, MATLAB Guide, Second edition, SIAM 2005.

Study hours

Scheduled activity hours
Lectures 12
Tutorials 12
Independent study hours
Independent study 76

Teaching staff

Staff member Role
Neil Morrison Unit coordinator

Additional notes

The independent study hours will normally comprise the following. During each week of the taught part of the semester:

·         You will normally have approximately 60-75 minutes of video content. Normally you would spend approximately 2-2.5 hrs per week studying this content independently

·         You will normally have exercise or problem sheets, on which you might spend approximately 1.5hrs per week

·         There may be other tasks assigned to you on Blackboard, for example short quizzes or short-answer formative exercises

·         In some weeks you may be preparing coursework or revising for mid-semester tests

Together with the timetabled classes, you should be spending approximately 6 hours per week on this course unit.

The remaining independent study time comprises revision for and taking the end-of-semester assessment.

The above times are indicative only and may vary depending on the week and the course unit. More information can be found on the course unit’s Blackboard page.

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