EECS 328: Numerical Methods for Engineers
3:00--3:50 Monday, Wednesday, and Friday
Electrical Engineering and Computer Science
(last updated 6/1/2009)
*** Important Announcements. Please Check Daily. ***
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.
When a student
completes this course, she or he should be able to:
the type of numerical problem he or she is facing and
relate it to one of the problem classes discussed in the
numerical routine that will solve the engineering
problem, or use one of the numerical tools such as
driver that will use a number of numerical routines to
perform the desired task.
numerical results and devise graphical representations
that facilitate their analysis.
the fundamental properties of computer arithmetic.
Differentiate between the errors caused by computer
arithmetic and those caused by the limitations of the
difficulties that may occur in solving an engineering
problem due to (1) problem size, (2) conditioning, and (3)
errors in the data.
the concepts of ill-conditioned and well-posed problems,
and identify important classes of problems (such as
nearly singular systems of equations) that are difficult
the tradeoffs between speed and memory, or between speed and
robustness that often occur in practical algorithms.
Office: Tech M324
2:00--3:00 Tuesday and 11:00--12:00 Thursday,
Office: Tech L460
gangli2012 at u dot northwestern dot edu
2:00-3:00 Monday and 1:00-2:00 Thursday,
Office: Tech EB59
wendyyip2011 at u dot northwestern dot edu
Office Hours: 11:00-12:00 Tuesday and 1:00-2:00 Wednesday, or by
- GTK 205-1,
2, 3 and MATH 214-1, 2, 3 are required.
- MATH 221 or GTK 205-4
are not required but may be
Course Work and
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
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 in-class test on Friday, 5/1/2009.
Final Examination: The final
examination will take place 12:00--2:00PM, 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 make-up examinations be given.
Textbook and Software:
- M. T.
Heath. Scientific Computing: An Introductory Survey. 2nd Edition, 2002, McGraw-Hill.
programming assignments will use Matlab.
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
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
In-class Midterm Examination (1
Topic 6 (3 meetings): Non-linear
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 -- Divide-and-Conquer Strategies
Weekly Reading Assignments and Problem Sets:
Week 1. (3/30,
(4/6, 4/8, 4/10)
Week 3. (4/13,
Week 4. (4/20,
Week 5. (4/27,
(5/4, 5/6, 5/8)
Week 7. (5/11,
Week 8. (5/18,
Week 9. (5/25,
Week 10. (6/1,
Final Examination: 12:00PM--2:00PM,