Study-Unit Description

Study-Unit Description


CODE MAT3805

 
TITLE Optimisation, Complex and Numerical Analysis 1

 
UM LEVEL 03 - Years 2, 3, 4 in Modular Undergraduate Course

 
MQF LEVEL Not Applicable

 
ECTS CREDITS 4

 
DEPARTMENT Mathematics

 
DESCRIPTION - Optimisation:
      - Local and global extrema of functions of several variables,
      - Lagrange’s method for constrained problems,
      - Lagrange’s method with two constraints;

- Functions of a complex variable:
      - Notation and definitions,
      - Limits, continuity and analytic functions,
      - The Cauchy-Riemann equations,
      - Exponential, trigonometric, hyperbolic, logarithmic and power functions,
      - Harmonic functions.

- Numerical Analysis:

  - Locating roots of equations:
      - The Newton Raphson in one and two dimensions: rate of convergence,
      - The variable secant method,
      - The fixed point theorem for equations like x = f(x),
      - The method of steepest descent,
      - Bairstow’s method for the quadratic factors of a polynomial with real coefficients,
      - The quotient difference method for the roots of a polynomial;

  - Solution of linear equations:
      - Gaussian elimination,
      - Cholesky’s LU and LLT methods,
      - Iterative methods: Jacobi, Gauss-Seidel and the SOR methods;

  - Eigenvalues and eigenvectors:
      - Bounds for eigenvalues using Gershgorin’s theorem,
      - The power method for the largest and smallest eigenvalues, and the corresponding eigenvectors,
      - Rayleigh’s quotient for Hermitean matrices,
      - Jacobi’s method of rotations for real symmetric matrices,
      - Applications to quadratic forms and normal modes.

Textbooks

- Zill D.G. and Cullen M.R., Advanced Engineering Mathematics, Jones and Bartlett, 3rd Edition, 2006.
- Gerald C.F. and Wheatley P.O., Applied Numerical Analysis, 6th Edition, Addison-Wesley, 1997.

Supplementary Reading

- Press W.H., Flannery B.P., Teukolsky S.A. and Vetterling W.T., Numerical Recipes in Fortran, Cambridge University Press, Cambridge, 1989.
- Rajasekaran S., Numerical Methods in Science and Engineering, 2nd Edition, Wheeler Publishing, 1991.
- Burden R.L. and Faires J.D., Numerical Analysis, 7th Edition, Brooks Cole, London, 2001.
- Cheney E.W. and Kincaid D.R., Numerical Mathematics and Computing, 4th Edition, Brooks Cole, 1999.

 
ADDITIONAL NOTES Follows from: MAT1801, MAT1802

 
STUDY-UNIT TYPE Lecture and Tutorial

 
METHOD OF ASSESSMENT
Assessment Component/s Sept. Asst Session Weighting
Examination (2 Hours) Yes 100%

 
LECTURER/S Anton Buhagiar
Joseph Sultana

 

 
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