Information information
| Course | Numerical Analysis for BStat (First Year, Second Semester) |
| Instructor | Sourav Sen Gupta, R C Bose Centre, ISI Kolkata |
| Lectures | Tuesday (14:00 - 16:00) and Friday (11:00 - 13:00) |
| Office Hours | Tuesday (16:30 - 18:00) -- following the lecture session |
| Marks | Assignments : Mid-Sem : End-Sem = 25% : 25% : 50% |
Essential Resources
It is advised to follow these resources closely throughout the duration of this course.| Category | Resource | Code |
|---|---|---|
| Textbook | Elementary Numerical Analysis - An Algorithmic Approach
Samuel Conte and Carl de Boor (McGraw-Hill Education) |
(T1) |
| Reference | Numerical Algorithms -- by Justin Solomon
(available as a PDF document at this link) |
(R1) |
| Coding | A (very) short introduction to R -- by Paul Torfs and Claudia Brauer
(available as a PDF document at this link) |
(C1) |
Optional Resources
In case you want to stay a bit ahead of the lectures, you may follow these resources at your leisure.| Category | Resource | Links |
|---|---|---|
| Course | Mathematical Methods (Stanford) -- by Justin Solomon
(lovely set of lecture videos and course material) |
Course |
| Reference | Numerical Linear Algebra -- by Lloyd N. Trefethen and David Bau
(really nice book, organized as a series of lectures) |
NA |
Lectures lectures
The course constitutes of approximately 48 contact hours (24 classes) of Instructional Sessions.28 hours (14 classes) will be conducted as Lectures at Classroom 524, 5th Floor, S N Bose Building.
20 hours (10 classes) will be conducted as Lab Sessions at CSSC Lab I, 4th Floor, S N Bose Building.
| # | Date | Topic | Links | Reference | |
|---|---|---|---|---|---|
| 1 | 05.01.16 |  |
Intro to Numerical Analysis | Video | -- |
| 2 | 14.01.16 | |
Numerics and Error Analysis
Scribe [PDF] |
Video | (T1) Chap. 1
(R1) Chap. 2 |
| 3 | 18.01.16 | |
Linear Algebra Review
Scribe [PDF] |
Video
Paper |
(T1) Sec 4.1
(R1) Chap. 1 |
| 4 | 21.01.16 |  |
Basics of LaTeX (informal) | Wiki | Cheatsheet |
| 5 | 29.01.16 | |
Matrix Norms and SVD | Paper | (R1) Chap. 7 |
| 6 | 02.02.16 | |
LU Factorization
Scribe [PDF] |
Video 1
Video 2 |
(T1) Sec 4.2 - 4.4
(R1) Chap. 3 |
| 7 | 03.02.16 | |
Eigenvalues and Eigenvectors | Video | (T1) Sec 4.8
(R1) Chap. 6 |
| 8 | 05.02.16 | |
Gram-Schmidt method for QR
Scribe [PDF] |
Video | (R1) Chap. 5 |
| 9 | 09.02.16 | |
SVD and QR Iteration
R Code | Image |
Video | (T1) Sec 4.8
(R1) Chap. 6 |
| 10 | 10.02.16 | |
Householder method for QR | Video 1
Video 2 |
(R1) Chap. 5 |
| 11 | 15.02.16 | |
Conditioning and Stability | Video 1
Video 2 |
(T1) Sec 4.5
(R1) Sec 4.3 |
| 12 | 19.02.16 | |
Recap for Mid-Sem Exam | Sample Question for Mid-Sem | |
| Break : 22 - 26 Feb 2016 | Mid-Sem Exam (22.02.16) | Mid-Sem Question Paper | |||
| 13 | 29.02.16 | |
Solving Non-Linear Equations
(bisection, fixed point) |
Video | (T1) Chap. 3
(R1) Chap. 8.1 |
| 14 | 04.03.16 | |
Solving Non-Linear Equations
(Newton-Raphson, secant) |
Video | (T1) Chap. 3
(R1) Chap. 8.1 |
| 15 | 09.03.16 | |
Minimizing Functions
(gradient descent) |
Video 1
Video 2 Video 3 |
(T1) Chap. 5.1
(R1) Chap. 9.4.1 |
| 16 | 11.03.16 | |
Minimizing Functions
(Newton, Golden-section) |
Video 1
Video 2 |
(T1) Chap. 5.2
(R1) Chap. 9.3 |
| 17 | 15.03.16 | |
Polynomial Interpolation
(basis for interpolation) |
Video | (T1) Chap. 2.1-2
(R1) Chap. 13.1 |
| 18 | 18.03.16 | |
Polynomial Interpolation
(piecewise interpolation) |
Video | (T1) Chap. 2.3
(R1) Chap. 13.1 |
| 19 | 21.03.16 | |
Numerical Integration | Video | (T1) Chap. 7.2
(R1) Chap. 14.2 |
| 20 | 29.03.16 | |
Numerical Integration
and Differentiation |
Video | (T1) Chap. 7.2
(R1) Chap. 14.2 |
| 21 | 31.03.16 | |
Numerical Differentiation | Video | (T1) Chap. 7.1
(R1) Chap. 14.3 |
| 22 | 05.04.16 | |
Solution of ODEs
(basics and Euler methods) |
Video 1
Video 2 Video 3 |
(T1) Chap. 8.1-4
(R1) Chap. 15.3 |
| 23 | 12.04.16 | |
Solution of ODEs
(Euler and Runge-Kutta) |
Video 1
Video 2 |
(T1) Chap. 8.5
(R1) Chap. 15.3 |
| Break : 16 - 24 Apr 2016 | End-Sem Exam (04.05.16) | Closed-Notes/Closed-Book Test | |||
Assignments assignments
Assignments constitute 25% of the total marks, including group scribing for lecture notes.| Assignment | Files | Posted on | Clarification | Submission | Points |
|---|---|---|---|---|---|
| Assignment 1 | PDF | TeX | 25 Jan 2016 | 02 Feb 2016 | 05 Feb 2016 | 150 |
| Assignment 2 | PDF | TeX | 12 Feb 2016 | 16 Feb 2016 | 01 Mar 2016 | 50 |
Resources for Scribes
It is preferred that the scribes are typeset in LaTeX -- but it is NOT mandatory at all. In case you are not comfortable with LaTeX, or do not want to spend the time to learn it, no worry -- submit the scribes as neatly hand-written documents. In case you want to scribe in LaTeX, use the following resources.LaTeX template for scribes : scribe_template.zip | Instructions : scribe_template.pdf
LaTeX resources and help : LaTeX Wikibooks | Basic LaTeX commands : LaTeX cheatsheet
Tests tests
The tests constitute 75% of the total marks. There will be two tests -- Mid-Sem and End-Sem -- over the duration of the course, and both the scores will be counted towards the computation of the final grade.| Test | Weight | Date | Format |
|---|---|---|---|
| Mid-Sem | 25% | 22 Feb 2016 | Sample Question for Mid-Sem
Mid-Sem Question Paper |
| End-Sem | 50% | 04 May 2016 | End-Sem Question Paper |
Reach Sourav
sg.[firstname]@gmail.com
+91 94323 44852 (email preferred)
Room 404, 3rd Floor, Deshmukh Building
Updates
- End-Sem Examination : 04 May 2016.
- Class cancelled : 15 April 2016.
- Class cancelled : 08 April 2016.
- Extra class : 31 March 2016.
- Class cancelled : 01 April 2016.
- No class (Holiday) : 25 March 2016.
- Extra class : 21 March 2016.
- Class cancelled : 22 March 2016.
- Extra class : 09 March 2016.
- Class cancelled : 08 March 2016.
- Class cancelled : 01 March 2016.
- Extra class : 29 February 2016.
- Assignment 2 posted : Due on 01 Mar.
- Mid-Sem Examination : 22 Feb 2016.
- Class cancelled : 16 February 2016.
- Extra class : 15 February 2016.
- No class (Holiday) : 12 February 2016.
- Extra class : 10 February 2016.
- Assignment 1 posted : Due on 5 Feb
- Extra class : 3 February 2016.
- No class (Holiday) : 26 January 2016.
- No class (Integration) : 22 January 2016.
- Extra class : 21 January 2016.
- Class cancelled : 19 January 2016.
- Extra class : 18 January 2016.
- No class (Convocation) : 15 January 2016.
- Extra class : 14 January 2016.
- Class cancelled : 12 January 2016.
- Class cancelled : 8 January 2016.
- Course website is now online.
References
- (T1) Elementary Numerical Analysis
Samuel Conte and Carl de Boor
McGraw-Hill Education (India) - (R1) Numerical Algorithms
Justin Solomon
Available online at this link -
(C1) A (very) short introduction to R
Paul Torfs and Claudia Brauer
Available online at this link