Spring 2009
EECS 328: Numerical Methods for Engineers
3:003:50 Monday, Wednesday, and Friday
Tech LR5 Department of
Electrical Engineering and Computer Science Northwestern University
class webpage:
http://www.cs.northwestern.edu/~kao/eecs328numericalmethods
(last updated 6/1/2009)

*** Important Announcements. Please Check Daily. ***

Synopsis:
Introduction to
numerical methods, numerical differentiation, numerical
integration, solution of ordinary and partial differential
equations. Students write programs in languages or packages
such as C++, FORTRAN, C, or Matlab using methods
presented in class.
Course
Objectives:
When a student
completes this course, she or he should be able to:

Understand
the type of numerical problem he or she is facing and
relate it to one of the problem classes discussed in the
course.

Find a
numerical routine that will solve the engineering
problem, or use one of the numerical tools such as
MATLAB.

Design a
driver that will use a number of numerical routines to
perform the desired task.

Interpret
numerical results and devise graphical representations
that facilitate their analysis.

Understand
the fundamental properties of computer arithmetic.
Differentiate between the errors caused by computer
arithmetic and those caused by the limitations of the
algorithms.

Predict the
difficulties that may occur in solving an engineering
problem due to (1) problem size, (2) conditioning, and (3)
errors in the data.

Understand
the concepts of illconditioned and wellposed problems,
and identify important classes of problems (such as
nearly singular systems of equations) that are difficult
to solve.

Understand
the tradeoffs between speed and memory, or between speed and
robustness that often occur in practical algorithms.

Instructor:
MingYang Kao
Office: Tech M324 Phone: 8472309867 Email: kao@northwestern.edu URL:
www.cs.northwestern.edu/~kao Office Hours:
2:003:00 Tuesday and 11:0012:00 Thursday,
or by
appointment

Teaching
Assistants:
Gang Li
Office: Tech L460 Phone: 8474672299 Email:
gangli2012 at u dot northwestern dot edu URL:
N/A Office Hours:
2:003:00 Monday and 1:002:00 Thursday,
or by
appointment

Wendy Yip Office: Tech EB59 Phone: 8474670363 Email:
wendyyip2011 at u dot northwestern dot edu URL:
N/A Office Hours: 11:0012:00 Tuesday and 1:002:00 Wednesday, or by
appointment 
Prerequisites:
 GTK 2051,
2, 3 and MATH 2141, 2, 3 are required.
 MATH 221 or GTK 2054
are not required but may be
taken concurrently.

Course Work and
Grading Policy:
Your grade will be based on
weekly reading assignments (0%), eight weekly problem sets (7.5% each,
60% in total), one midterm examination
(15%), and one final examination (25%).

Weekly Reading Assignments: Reading assignments will be posted on
the class webpage.
You are responsible for the materials that are assigned but are not
covered in detail or at all in class.
Some of such materials are covered in the prerequisite or even earlier
courses.

Weekly Problems Sets: Starting the first week, a problem set will be posted on the class
webpage each Friday and will be due at the start of class on the
following Friday. You will have one week to work on each problem set. A total
of 8 problem sets will be assigned. 
Midterm Examination: The midterm examination will
be a inclass test on Friday, 5/1/2009. 
Final Examination: The final
examination will take place 12:002:00PM, Tuesday, 6/9/2009, as scheduled by the Registrar.
Without a Dean's excuse, no late problem set
will be accepted, nor will early or makeup examinations be given.

Required
Textbook and Software:
 M. T.
Heath. Scientific Computing: An Introductory Survey. 2nd Edition, 2002, McGrawHill.
 The
programming assignments will use Matlab.

Tentative
Schedule:
This schedule is subject to modification. More
details will be added as they become available.

Topic 1 (3 meeting): Introduction,
Approximations and Computer Arithmetic (Syllabus and
Chapter 1). 
Topic 2 (3 meetings): Systems of
Linear Equations (Chapter 2). 
Topic 3 (3 meetings): Iterative
Methods for Linear Systems (Section 11.5)

Topic 4 (3 meetings): Eigenvalue
Problems (Chapter 4)

Topic 5 (2 meetings): Case Study I
 Google PageRank

Inclass Midterm Examination (1
meeting)

Topic 6 (3 meetings): Nonlinear
Equations (Chapter 5)

Topic 7 (3 meetings):
Interpolations (Chapter 7)

Topic 8 (3 meetings): Numerical
Integrations and Differentiation (Chapter 8)

Topic 9 (2 meetings): Ordinary Differential
Equations (Chapter 9)

Topic 10 (3 meetings): Case Study
II  DivideandConquer Strategies

Final Examination.

Weekly Reading Assignments and Problem Sets:

Week 1. (3/30,
4/1, 4/3)

Week 2.
(4/6, 4/8, 4/10)

Week 3. (4/13,
4/15, 4/17) 
Week 4. (4/20,
4/22, 4/24) 
Week 5. (4/27,
4/29, 5/1) 
Week 6.
(5/4, 5/6, 5/8)

Week 7. (5/11,
5/13, 5/15)

Week 8. (5/18,
5/20, 5/22) 
Week 9. (5/25,
5/27, 5/29) 
Week 10. (6/1,
6/3, 6/5)

Final Examination: 12:00PM2:00PM,
Tuesday, 6/9/2009.

