University of Engineering and Technology Lahore
Course Outline Report
Subject:CS-201 Numerical Analysis
Department: Computer Science and Engineering Printed Date: 22/10/2018
Course Description
This is an introductory course on numerical methods and their applications. The primary objective of the course is to develop basic understanding of the
numerical methods, applicability and limits of their appropriate use to compute approximate solution of complex mathematical problems. It covers following
topics: Error Analysis, Finite Differences, Interpolation, Numerical Differentiation, Numerical Integration, Non-Linear Equations, Linear Systems of
Equations etc...
Course Detail
Faculty Aatif Hussain
Contact [email protected]
Credit Hrs 3.0
Pre-requisite MA-123 Calculus,
Domain
CLOs Description PLOs Domain Level
Measureable Student Learning Outcomes
CLO1 Compute the errors, source of error and its effect on any numerical computations and also PLO1
analyze the efficiency of any numerical algorithms.
CLO2 Determine the methodology of numerical analysis to solve ordinary differential equation. PLO2
Domain
CLOs Description PLOs Domain Level
CLO3 Apply numerical methods to obtain approximate solutions to the following mathematical PLO3
problems : Root finding, Curve fitting, interpolation, numerical differentiation and integration,
system of linear equations, and ordinary differential equations.
CLO4 Analyze the performance, the accuracy and convergence of various algorithms. PLO4
Text Books
1. 2. Applied Numerical Analysis, 7th Edition , Curtis F.Gerald , Patrick O.Wheatley
2.
Grading Policy
Quiz 1 5.0%
Assignemnts 10.0%
Mid Term 30.0%
Quiz 2 5.0%
Quiz 3 10.0%
End Term 40.0%
Tentative Weekly Lecture Plan
Week (Lec) Topics CLOs
1 Introduction to Numerical Analysis and Computing CLO2
• Why Numerical Analysis
• Applications of Numerical Methods
• Numerical Errors
• Effect of Rounding Errors in Arithmetic Operations
• Arithmetic Accuracy & Precision
2 Finite Differences CLO1 ,
• Introduction to Finite Difference CLO3
• Detection and Correction of Errors in a Difference Table
• Difference Operators
• Relationship between Operators
3 Interpolation CLO1 ,
• Newton’s Forward Difference Interpolation Formula CLO3
• Newton’s Backward Difference Interpolation Formula
• Interpolation with Central Difference Formula
4 • Interpolation and Curve Fitting CLO1 ,
• Lagrange Interpolating Polynomial CLO3 ,
• Divided Differences CLO4
• Error of Interpolation
5 Numerical Differentiation CLO1 ,
• Derivation of Differentiation Formulas. CLO3
• Relationship b/w Operators E and D
• Derivatives using Newton’s Forward Difference Formula
6 • Derivatives using Newton’s Backward Difference Formula CLO3 ,
• Derivatives using Central Difference Formulas CLO4
• Higher Order Derivatives, Error Analysis, Applied Problems
7 Numerical Integration CLO1 ,
• Derivation of Integration Formula Based on Forward Diff. CLO3 ,
• The Newton-Cotes Formulas CLO4
• Trapezoidal Rule
• Simpson's 1/3 rd rule
• Combination of Trapezoidal and Simpson's Rules
8 • Simpson's 3/8 th Rule CLO3 ,
• Boole's Rule CLO4
• Weddle's Rule
• Estimation of Errors in some Newton-Cotes Formulas
9 Ordinary Differential Equation CLO1 ,
• Classification of Differential Equations CLO3 ,
• Taylor Series Method CLO4
• Euler's Method and its Variations
10 Non-Linear Equations CLO1 ,
• Methods to Solve Non-Linear Equations CLO3
• Simple Iterative Method/Procedure
• Acceleration of Convergence
• Newton-Raphson Method
11 Linear Systems of Equations CLO1 ,
• Methods to Solve a System of Linear Equations CLO3
• Cramer's Rule and Its Modified Form
• Gaussian Elimination Methods
• Pivot Strategy
• Partial Pivoting Scheme
12 • Triangular Decomposition (Factorization) Method CLO1 ,
• Solution of Systems of Equations CLO3
• Inverse of a Matrix A using L and U
• Triangular Decomposition for Symmetric Matrices
13 • Solution of Tridiagonal Systems of Equations CLO1 ,
• Iterative Methods CLO3
• Jacobi's Method
14 • Gauss-Seidel Method CLO1 ,
• Multistep Methods CLO3
• Applied Problems, Review