AMSC 667, Fall 2009: Numerical Analysis II
News
- The final exam was mailed to all students. Please contact me if you did not receive the exam.
Hand in the exam at my office MTH4409, write the
current time and date on the exam and then slide it under the door.
- Solution of Assignment 1
- Assignment 1 (corrected),
due Monday, March 2 extended to Wednesday, March 4
- 1(b): Use (a) to estimate the Lipschitz constant γ.
-
1(c): Example code for Newton method in Matlab
Note: I wrote the code so that you just have to change two lines
for a nonlinear system: use f=[...;...] and fp=[...,...;...,...].
This is the reason I used s = -fp\f. Type doc mldivide in Matlab for
documentation on the backslash operator.
- 3(c): There was a typo (corrected in the link above):
it should say
... which implies ... = (1/2) tk+12 - tk+1 + h0 and hence ...
Additional Literature
- C. T. Kelley: Iterative Methods for Linear and Nonlinear Equations
used for convergence of Newton and inexact Newton methods, Broyden method
- P. Deuflhard: Newton Methods for Nonlinear Problems
used for Newton-Kantorovich proof
- J. E. Dennis, R. B. Schnabel: Numerical Methods for Unconstrained Optimization and Nonlinear
Equations
- J. M. Ortega, W. C. Rheinboldt: Iterative Solution of Nonlinear Equations in Several Variables
Matlab Information