Math 170A

Fall 2023, Lectures A00 (Dumitriu) and B00 (Huang)


Introduction to Numerical Analysis

Announcements



Course Information

  Instructional Staff

Name Role E-mail Office hours
Ioana Dumitriu Instructor A00 idumitriu@ucsd.edu Wed, 11-12pm, AP&M 5824; Thu, 4:30-6:30pm (Zoom)
Lei Huang Instructor B00 leh010@ucsd.edu
Jiyoung Choi Teaching Assistant
  A01   and  A02
jichoi@ucsd.edu
Haixiao Wang Teaching Assistant
  A03  and  A04
h9wang@ucsd.edu
Shuncheng Yuan Teaching Assistant
  B01   and B02
syuan@ucsd.edu

Xiaomeng Hu Teaching Assistant
  B03   and B04
x8hu@ucsd.edu


Calendar


This is a tentative course outline and might be adjusted during the quarter. The chapters refer to textbook chapters.
If you see a + next  to a lecture, the lecture contains MORE information than the respective chapter.

Week Monday Tuesday Wednesday Thursday Friday
0




Sep 29
3.3, 6.1-6.3
(finite precision, big-Oh)
1
Oct 2
3.1+
(triangular systems, Gaussian elimination)
 
Oct 4
3.1+, 4.1
(Gaussian elimination, LU factorization)

Oct 6
4.1-4.2
(LU factorization)
HW 0 due
2
Oct 9
4.3-4.5
(permutation matrices, PLU factorization)
 
Oct 11
17.1-17.3
(positive definite matrices, Cholesky)

Oct 13
5, 17.4
(banded LU, PLU, Cholesky)
HW 1 due
3
(Quiz week)
Oct 16
8.1-8.2, 9.1-9.2
(matrix and vector norms)
Oct 17
Quiz 1
(Canvas)

Oct 18
9.3-9.4, 10.1
(matrix norms, condition number, perturbation theory)

Oct 20
10.2-10.4
(perturbation theory)
HW 2 due
4
Oct 23
16.4, 15.1
(Gram-Schmidt, orthogonal matrices)
 
Oct 25
15.1, 15.3, 16.3
(orthogonal matrices, Householder reflectors, full QR)

Oct 27
16.3, 16.5, +
(full QR, least squares setup)

HW 3 due
5
(Midterm week)
Oct 30
16.2+
(least squares with QR)
 
Nov 1
Review for Midterm
Nov 2
MIDTERM
8-9:50pm
A00: PETER 108
B00: PETER 108

Nov 3
  23+
(the singular value decomposition, SVD)
6
Nov 6
24.2, 24.4-24.5
(spectral norm, condition number, low-rank approximation)
 
Nov 8
24.1, 24.3
(least squares with SVD, pseudoinverse)

Nov 10
Veterans' Day
NO CLASS

HW 4 due
7
(Quiz week)
Nov 13
19.1
(eigenvalues; direct vs. indirect methods)
Nov 14
  Quiz 2 (Canvas)

Nov 15
19.2, 19.4
(eigenvalues, diagonalization, similarity)

Nov 17
20.1-20.2
(the power method)
HW 5 due
8
Nov 20
22.4-22.5
(Hessenberg form, QR iteration)
 
Nov 22
23.3
(computing the SVD via eigenvalues)

Nov 24
Thanksgiving Break
NO CLASS

9
(Quiz week)
Nov 27
Catch-up
HW 6 due
 
Nov 28
Quiz 3
(Canvas)
Nov 29
25.1+
(iterative methods)

Dec 1
  25.1
(Jacobi)
10

Dec 4
25.2
(Gauss-Seidel)
  Dec 6
25.1-25.2
(complexity and convergence of Jacobi and Gauss-Seidel)

Dec 8
Review for FINAL, which is on DEC 9
HW 7 due

Syllabus


Prerequisites:


Lectures: Attending the in-person lectures and watching the podcast / recording when in-person attendance is not possible is a fundamental part of the course. You are responsible for material presented in the lectures whether or not it is discussed in the textbook. You should expect questions on the exams that will test your understanding of concepts discussed in the lectures.

Discussion sections:   Participation in discussion sections is greatly encouraged. Make use of the time that your TAs offer! Attend the discussions to see more examples, work through problems, and talk to your TAs in a small-group setting.

Homework:  Homework assignments will be posted on Canvas and will be due at 11:59pm on the indicated due date (note Homework 0-5 and Homework 7 are due on Fridays, while Homework 6, due to the Thanksgiving Break, is due on the next Monday). 

You must turn in your homework through Gradescope. A PDF or picture is required to upload; if (and only if) you have clean and neat handwriting, it is permitted to turn in pictures/scans of homework done on paper. Assignments should be in a single PDF file before being uploaded, or as a picture for each question. It is allowed and even encouraged to discuss homework problems with your classmates and your instructor and TA, but your final write up of your homework solutions must be your own work. If you worked in a group, you must specify that and write down all group members' names on the first page of your homework.

Lowest score:   There will be 8 homework sets; the first one will only be graded for completion. Only the 7 proportionally highest scores will be counted towards your grade.


Midterm and Final Exams:  Both the midterm and the final will be in-person; the midterm will take place on the date indicated, in the evening. The final will be administered on the date, and at the place and time indicated in the schedule of classes. The dates are listed in the calendar. There will be no makeup opportunities for either, except in the most serious of circumstances.

Quizzes:  They will be held at the date and time stated above.

Administrative Links:    Here are two links regarding UC San Diego policies on exams:

Regrade Policy:  

Grading: Your cumulative average will be the best of the following two weighted averages:

Your course grade will be determined by your cumulative average at the end of the quarter. Grading will not be curved. You will need roughly 90% to get A- or above, roughly 80% to get a B- or above, and roughly 60% to get a C- or above. This is guaranteed, meaning that you will not get a worse grade than specified above. However, you will not get a pass (or P) unless you get a C- or above score, so aim for at least 60%.

Etiquette

In addition, here are a few of my expectations for etiquette.

Accommodations:

Students requesting accommodations for this course due to a disability must provide a current Authorization for Accommodation (AFA) letter issued by the Office for Students with Disabilities (OSD) which is located in University Center 202 behind Center Hall. The AFA letter may be issued by the OSD electronically or in hard-copy; in either case, please make arrangements to discuss your accommodations with me in advance (by the end of Week 2). We will make every effort to arrange for whatever accommodations are stipulated by the OSD. For more information, see here.

Academic Integrity Policies


UC San Diego's code of academic integrity outlines the expected academic honesty of all students and faculty, and details the consequences for academic dishonesty. The main issues are cheating and plagiarism, of course, for which we have a zero-tolerance policy. (Penalties for these offenses always include assignment of a failing grade in the course, and usually involve an administrative penalty, such as suspension or expulsion, as well.) However, academic integrity also includes things like giving credit where credit is due (listing your collaborators on homework assignments, noting books or papers containing information you used in solutions, etc.), and treating your peers respectfully in class.

Most of the rules governing exams are explained above. Additional rules will be communicated as necessary, with at least 48 hours of advance notice, by email or through Canvas Announcements. Participation in any of the exams implies that you agree to respect all communicated rules.

About Gradescope


We will be using Gradescope for the grading of both homework and exams.
  • You can access Gradescope directly through your Canvas Math 170A page, by click on the "Gradescope" link in the tab on the left.
  • If you have not yet been added to the course, the Gradescope entry code is use your UCSD email!
  • Please make sure your files are legible before submitting, and also to assign the pages you want graded for each problem.
  • Most word processors can save files as a pdf.
  • There are many tools to combine pdfs, such as here, and others for turning jpgs into pdfs, such as here.

About Matlab


MATLAB (from "matrix laboratory") is a programming language and numerical computing environment widely used in applied mathematics, engineering, computer science and sciences in general. Many assignments (and even some test questions) will be to write short programs for Matlab.  One thing to know about Matlab: the command ‘help’ is your best friend! Use to look up what functions do and the syntax.

We will do basic MATLAB programming in this course. While we will talk about the MATLAB specific programming details during class, I will expect that you know some programming basics, including what a "for loop" is. (The for loop is about the most complicated programming concept we'll use, and fortunately it's not too complicated.)

There are three main ways to get access to Matlab:
  • UCSD students can download it for free from this link.
  • For a review of basic programming in MATLAB, a good resource for intro MATLAB can be found on Professor Bruce Driver's website, here.
  • You can use a UCSD virtual computer lab (from home or anywhere). You log in with your UCSD credentials. Info here; search for "virtual computing labs".
  • You can buy a student copy of the software at the bookstore for $99.
  • You can also access MATLAB in one of our physical computing labs.