AMSC 660 / CMSC 660 Scientific Computing I, Fall 2009


Dianne P. O'Leary

oleary@cs.umd.edu

News:

  • 11-22-09: varpro.m has been updated to handle problems in which the Jacobian is not provided.
  • 11-21-09: I'll be teaching CMSC/AMSC 661 next semester. The organization will be similar to 660, but projects and term project will be less intense.
  • 11-20-09: Ricardo Nochetto will be teaching AMSC 612 next semester.
  • 11-19-09: One of you found a bad typo in Homework 3. See supplement to homework . New due date: Nov 30. Sorry for the inconvenience.
  • 11-18-09: The Grad Committee for AMSC is meeting Tuesday, Nov 24, 1-3, so I need to move office hours. I'll be available 12:15-12:45 and 3-3:45 that day. Sorry for the inconvenience.
  • 11-17-09: Quiz 8 (Nov. 30) will cover Section 5.8, Chapter 7, and Chapter 9, Sections 9.1 - 9.4.
  • 11-17-09: The answer to quiz 7 is posted. I'm sorry for the typo, fixed during class. Mean = 14, median = 14.
  • 11-09-09 Homework 3 is due at 4:00pm on November 23. Late penalties will begin at 4:01pm.
  • 11-10-09: Quiz 7 will cover the eigendecomposition (Section 5.5), the SVD (Section 5.6), solution of ill-conditioned least squares problems (Chap. 6, pp. 81-85 skipping Method 1), and the unquiz .
  • 11-09-09: The answer to quiz 6 is posted. Mean = 15, median = 15.
  • 11-09-09 Some comments on the solution to Homework 2 are posted.
  • 11-04-09: Here are the grades as of today, including Homework 2.
  • 11-02-09: Quiz 6 will cover QR and RR-QR, Sections 5.3 and 5.4 in the textbook.
  • 11-02-09: The answer to quiz 5 is posted. Mean = 15, median = 17.
  • 10-22-09: You are not required to do original research for the term project. A good project relies on thoughtful use of numerical algorithms and clear presentation of ideas. As an example of the process, compare the Mascagni reference to Homework 2. (I'll let you be the judge of clarity.) There is no new research in my writing of Homework 2, just an effort to break down the reasoning behind his algorithm into small understandable units.
    So if you are looking for a topic, do a little reading in some area that interests you. You might get some ideas from journals mentioned in the "survival guide" below.
  • 10-19-09: I hesitate to write this, but there is no penalty for being late in choosing a topic for your term project. Being late will, of course, give you less time to work on the project.
  • 10-19-09: Quiz 5, Nov 2, will cover Section 20.5 (boundary value problems), Section 2.2 (matrix condition numbers and norms), and Section 5.2 (LU and Cholesky).
  • 10-12-09: Term project information has been posted.
  • 10-13-09: The answer to quiz 4 is posted. Mean = 18, median = 19.
  • 9-30-09: Homework 2 is due at 4:00pm on October 19. Late penalties will begin at 4:01pm.
  • 9-22-09: Homework submission instructions: See the FAQ for Homework 1. Note that hard copy is required. But if you have an ``emergency" (illness, out-of-town, etc.), I will accept email submission of plain text files or pdf (never .doc, .docx, .ppt, or other Microsoft formats).
  • 10-06-09: The testing program and the fastest submission for Homework 1 are available here.
  • 10-06-09: Material for Quiz 4 on October 12: Chapter 20, through Section 20.4, and Chapter 21, "models without spatial variation".
  • 10-06-09: The answer to quiz 3 is posted. Mean = 15, median = 17.
  • 10-03-09: Comments on Homework 1 are posted. Mean = 32, Median = 34.
  • 9-30-09: If you need the Adam's formulas on the quiz, I will provide them. You don't need to memorize them.
  • 9-28-09: Material for Quiz 3 on October 5: Chapter 19, through Challenge 19.6, plus Chapter 20, through Section 20.2.4. Chapter 18, useful to Homework 2, will not be covered on the quiz. During this lecture, I corrected the stability pictures I drew last time; see ode_pics.m .
  • 09-22-09: The answer to quiz 2 is posted. Mean = 15, median = 17. Come to office hours for help if the answers don't make sense to you.
  • 09-21-09: We are discussing high-dimensional integration in class today, and today I received an interesting announcement of a competition.
  • 09-15-09: Homework 1 is due at 4:00pm on Sept. 29. Late penalties will begin at 4:01pm.
  • 09-15-09: The answer to quiz 1 is posted. Mean = median = 17. Come to office hours for help if the answers don't make sense to you.
  • 09-15-09: Quiz 2 will cover Sections 1.4 -- 1.6, 3.1 -- 3.2, and Chapter 16.
  • 09-09-09: If you don't have the textbook, you can find a preliminary version of Chapter 4 in Computing in Science and Engineering Vol. 7, No. 6, January/February 2006, pp. 78-80.
  • 09-09-09: You all should now have access to the Grace machines, which you can use to run Matlab by typing 'tap matlab' . If you have access to Matlab on another machine, that is fine. Use of Grace is not required.
  • 09-09-09: If you get flu, I hope you feel better soon. Meanwhile, stay home and take care of yourself. If many are affected, I will give an extra make-up quiz.

    • When and Where: Monday, 4pm - 7pm (CSI 2118) (CSI is the Computer Science Classroom building, attached to A.V. Williams and behind the Wind Tunnel.)

    Office Hours: Monday 3-3:45. Tuesday 1-2. Friday 9-10.

    Teaching Assistant: Unfortunately, there is no TA assigned to this course, due to budget cuts.

    Prerequisite: Undergraduate numerical analysis. Programming assignments will be in Matlab.

    Textbook: Scientific Computing with Case Studies by Dianne P. O'Leary, SIAM Press, 2009.

  • Yes, it is a disadvantage to have a book written by the instructor. Sorry.
  • The retail price of the book is $92, but SIAM members pay $64.40 if they order directly from SIAM.
  • University of Maryland students can get free membership in SIAM, since UMD is an Academic Member of SIAM.

    • Topics: Monte Carlo simulation, numerical linear algebra, nonlinear systems and continuation method, optimization, ordinary differential equations. Fundamental techniques in scientific computation with an introduction to the theory and software for each topic.

    Grading: Based on quizzes, homeworks, and project.

    Final Exam: None.

    CMSC Masters Comprehensive Exam grade: based on quiz grades

    Scientific Computing Certificate Program: If you are not an AMSC or CMSC major, then you may obtain a Certificate in Scientific Computing notation on your transcript by completing this course plus 661 and 662. Further information.

    Homework

  • Homework 1 due 4pm Sept 29
  • Homework 2 due before class begins on October 19.

    • Basic Information:

  • 2009 Course Information and Syllabus
  • UMCP Code of Academic Integrity
  • Information about computer accounts. For your assignments, you may use GRACE or any other machine with Matlab access.
  • Survival Guide for Scientific Computing
  • Notes for CMSC 460. Use these if you find that your background is lacking.
  • How Not to go about a programming assignment by Agustín Cernuda del Río

    • Accommodations: If you require academic accommodations due to a religious obligation or a disability, please provide documentation by the end of the 2nd week of the semester. (There will be no quizzes or due dates on Rosh Hashanah, or Yom Kippur, or the end of Ramadan.)

    Tentative Schedule for Fall 2009:

    01 Aug 31 Preliminaries
    02 Sep 14 Prelim. / Monte C. Quiz 1 HW 1 assigned.
    03 Sep 21 Monte C. / ODE Quiz 2
    04 Sep 28 ODE HW 1 due this week.
    05 Oct 5 ODE Quiz 3 HW 2 assigned.
    06 Oct 12 ODE Quiz 4
    07 Oct 19 Matrix Decomp. HW 2 due. Term project information available.
    Oct 26 No class (Other weeks will have 15 min. extra lecture.)
    08 Nov 2 Matrix Decomp. Quiz 5
    09 Nov 9 Matrix Dec. / Opt. Quiz 6 HW 3 assigned. Term project decision due.
    10 Nov 16 Optimization Quiz 7
    11 Nov 23 Optimization HW 3 due.
    12 Nov 30 Optimization Quiz 8
    13 Dec 7 Nonlinear Eqn. Quiz 9
    Dec 17 4:00 pm Term project due.

    2008 Lecture Notes: Some of these will eventually be updated for 2009.

  • Errors and Arithmetic
  • Dense Matrix Computations
  • q2.m Program for a RR-QR demonstration.
  • Optimization
  • An example of a good linesearch: cvsrch.m and cstep.m
  • Solving Nonlinear Equations
  • Homotopy example: Applying the method to a simple problem, convex optimization
  • Monte Carlo Methods
  • Ordinary Differential Equations, Part 1
  • Ordinary Differential Equations, Part 2

    • Sample quizzes. Many problems from the old quizzes were later included as challenges in the textbook.

    2009 Term Project Information

    CourseEvalUM Fall 2009: "Your participation in the evaluation of courses through CourseEvalUM is a responsibility you hold as a student member of our academic community. Your feedback is confidential and important to the improvement of teaching and learning at the University as well as to the tenure and promotion process. CourseEvalUM will be open for you to complete your evaluations for fall semester courses between Tuesday, December 1 and Sunday, December 13. Please go directly to www.courseevalum.umd.edu to complete your evaluations starting December 1. By completing all of your evaluations each semester, you will have the privilege of accessing online, at Testudo, the evaluation reports for the thousands of courses for which 70% or more students submitted their evaluations."