Math 504, Numerical Methods I (Fall 2011)
Lectures: Monday, Wednesday 12:30-13:45 at ENG B05

Emre Mengi
Office: SCI 114
Phone: (212)338-1658
Office Hours:
Thr 15:30-17:00 or by appointment

Teaching Assistant:
Mustafa Kilic
Office: SCI 111
Office Hours:
Tue 13:00-14:00
Wed 11:00-12:00 or by appointment

Course Description:
This course concerns the numerical solution of linear systems, linear least squares problems (best approximate solution for an inconsistent linear system), eigenvalue and singular value problems. We will introduce numerical algorithms for the solution of these problems on a computer, and analyze their efficieny and accuracy in the presence of rounding errors. For the numerical solutions of the problems matrix factorizations will be introduced, and their existence and uniqueness will be discussed. The Krylov-subspace based iterative algorithms will be studied as much as time permits.

(See the course syllabus for issues such as grading, a crude course calendar and the formats of the exams.)

  • The final will be held on January 4th, Wednesday at 12:00 at ENG Z15. The format will be the same as the midterms. In particular it will be an open-notes, but a closed book exam. All topics are included in the final, but the emphasis will be on the topics covered after the second midterm (eigenvalue problems, Krylov subspace methods).
    • Office Hours before the Final
      • Thr, Dec 29th 13:45-15:15 (E. Mengi, SCI 114)
      • Mon, Jan 2nd 15:15-17:15 (E. Mengi, SCI 114)
      • Tue, Jan 3rd after 11:00; Mustafa Kilic will be usually in his office SCI 111.
  • Homework 5 is due on January 10th, Tuesday by 11:00. This homework concerns the eigenvalue problems, their numerical solution and Krylov subspace methods. The deadline is tight.

Both of the textbooks will be available at the reserve desk in the library.

Supplementary Books:


All hws are due by 5pm on the indicated dates below unless otherwise indicated.
The first midterm took place on October 27, Thursday. The second took place on December 8th, Thursday.

The final will be held on January 4th, Wednesday at 12:00 at ENG Z15.

Exams and Solutions:

Important Enrollment Dates and Holidays:
(Holidays are underlined.)
  • September 19, First day of classes
  • September 21-23, Add-drops
  • October 28th-29th, Foundation of Republic of Turkey
  • November 7-11, Kurban Bayramı
  • December 30, Last day of classes
  • January 4-14, Finals