Math/CS 42201/52201: Introduction to Numerical Computing I
TIME & PLACE: Mo + We 11:00 am - 12:15 pm, MSB 158
TEXT: Lecture notes distributed in class. Recommended reading:
Numerical Computing with MATLAB, Cleve B. Moler, SIAM, Philadelphia, 2004.
This book is available for free at
http://www.mathworks.com/moler. Software used in class is
also available for free at this web site.
INSTRUCTOR:
COURSE OBJECTIVES:
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Provide an understanding of computational methods, and illustrate their
application to the solution of a large variety of problems, including
GPS, MP3, text queries, and web search.
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Discuss the errors in computed results, due to errors in the data as well
as due to round-off errors introduced during the computations.
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Illustrate the difference in performance of various numerical methods by
implementing and comparing them in MATLAB.
COURSE OUTLINE (partial):
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Linear algebra and calculus review
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Introduction to MATLAB/Octave
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Computer arithemtic
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Orthogonal matrices and the QR factorizationm
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Least-squares problems by QR factorization
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The singular value decomposition and its application to least-squares problems
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Linear systems of equations
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Interpolation
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The fast Fourier trasnform
CLASS OPERATION:
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Homework will be assigned regularly and collected at the end of each major
section. We will have quizzes regularly. There will be a mid-term exam and
a final exam.
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The programming languages MATLAB and GNU Octave will be taught. The
performance and properties of the numerical methods discussed will be
illustrated using MATLAB. Much of the homework will be to write software in
MATLAB or GNU Octave for solving problems discussed in class. All students
should get accounts on the Math/CS Network on which MATLAB is available.
GRADING POLICY:
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Homework and numerical experiments contribute 30%, the midterm and final
exams contribute 35% each, and quizzes contribute 35% towards the course grade.
REGISTRATION INFORMATION can be found at
this web site. It is important that everyone registers in time. Last day
to add is 09-13-2009, last day to drop is 09-13-2009, and last day to withdraw
is 11-08-2009. This web site also discusses plagiarism, i.e., presenting
someone else's work as your own. The includes finding the answer of a homework
problem in a book or in someone else's assignment, and copying it. Plagiarism,
of course, is unacceptable.
LECTURE NOTES WITH HOMEWORK ASSIGNMENTS:
USEFUL LINKS:
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MATLAB is the programming language for this class. A 39-page primer on the
basics of MATLAB is available in
pdf
and in
postscript.
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Instead of MATLAB you may run GNU Octave, a public domain alternative; see
Lecture 1 for instructions on where to find and how to install GNU Octave.
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Here are two links to online MATLAB tutorials:
- Software, manuals and glossaries
- The importance of reliable software:
August 2009