18.330: Introduction to numerical analysis

Spring 2020

Welcome to 18.330! This is an introductory course on numerical analysis.

We will be using the Julia language. Please follow these installation instructions.

Logistics

• Visiting professor David P. Sanders (sandersd@mit.edu)

• MWF 1--2, room 2-139.

• Office hours:

  • Mon 5.20-6.20 in the Julia lab, 7th floor of Stata Center (turn left from Gates building elevator)
  • Tues 5-6 in the Julia lab
  • Thurs 5-6 in 2.332

• Piazza forum: https://piazza.com/class/k65ke8eo9x760n

Slides, notebooks and recordings from lectures

• Slides and notebooks for each lecture are available in the lectures directory.

• Screen recordings of lectures are available here

• Summaries of each lecture are here

Evaluation

• 9 problem sets (66.6%). No late submissions, but the lowest score will be dropped.

• Final project (33.4%): Due Tuesday, May 12

Problem sets will consist of a mixture of theory and coding. They will be submitted and graded online.

The final project will be an exploration of a topic in numerical analysis that we have not covered in class (although at the level of the class), and will include a discussion of the mathematics behind the method, together with your own implementation.

Learning Julia

• Prof. Steven Johnson will give an introduction to Julia on Friday, Feb 7 from 5-7pm in 32-141. Make sure to install Julia beforehand. See https://github.com/mitmath/julia-mit for information and resources on Julia.

• For help with Julia you should be able to find people in the Julia lab most of the time (see above for directions)

• More learning resources are available at https://julialang.org/learning/

Windows users

If you use Windows, please download Git for Windows here

Getting the files

To get the files, use git from the command line (or from a GUI), as follows

• Clone the repository once with

git clone https://github.com/mitmath/18330

This will create a new directory called 18330 with the matierials.

• Update it to pull in new changes each time with

git pull

This needs to be executed from within the directory. (Use cd to change directory.)

Syllabus

See here for the approximate course syllabus.

Bibliography

See here for bibliography and related online courses and learning materials.