Numerical Methods for Simulation, Optimization, and Control
MAE 290A
Fall 2013
Lectures
09:0009:50AM, MWF at CSB 002 PETER 104
Instructor
Mauricio de Oliveira, first name at ucsd dot edu
Office hours
10:0011:00AM Wed at EBU I 1602.
TA
Ed Pogue, e last name at ucsd dot edu
Office hours
02:0003:00PM Th at EBU I 1603.
Textbook
The main reference material for this course is the electronic book Numerical Renaissance: simulation, optimization, & control by Thomas Bewley.
The book can be read or downloaded here.
We will cover the first 4 Chapters then some select sections, time permitting. I will shuffle much of the material as we go through the text.
Other Useful References
 Matrix Analysis, Roger Horn & Charles Johnson, Cambridge University Press, 1985
 Matrix Analysis for Scientists & Engineers, Alan Laub, SIAM, 2005
 Matrix Computations, Gene Golub & Charles Van Loan, The John Hopkins University Press, Third Edition, 1996
Matlab
We will make extensive use of Matlab for computations, so it is important that you have access to a computer with Matlab.
You will need Matlab to complete some of the assignments.
In this class, almost everything you need can be done with the Student Version of Matlab (100$ at the bookstore) as well as with the free Matlab clone Octave.
Matlab Files
 Matrix/Vector Multiplication
 LU Decomposition
 LU Decomposition  in place
 Loss of Precision in LU Decomposition
 LU Decomposition with Partial Pivoting
 LU Decomposition  Near zero pivot
 LU Decomposition  Singular matrix
 LU Decomposition  Worst case growth
 LU Decomposition with Complete Pivoting
 LU Decomposition  Singular matrix
 LU Decomposition  Growth
 LDL Decomposition
 Cholesky Decomposition
 Matlab Slash
 GramSchmidt
 Modified GramSchmidt
Exams and Assignments
Homework

Homework #1
Due on: 10/18/2013
solution 
Homework #2
Due on: WILL NOT BE GRADED
solution
Beware that Ed uses A = P L U and A = P L U Q^{T} for his LU with partial and complete pivoting!
In class I used P A Q = L U and P A Q = L U which is more standard. 
Homework #3
Due on: 11/15/2013 11/18/2013
solution 
Homework #4
Due on: 11/29/2013 12/03/2013
solution
Midterm

11/01/2013, in class
Exam starts at 8:30 AM
solution
Final

12/11/2013, 08:0010:59AM, PETER 104
solution
Grade
GRADE = 0.3 * HOMEWORK + 0.3 * MIDTERM + 0.4 * FINAL
Past Exams
Here is a link to some past exams with solutions.