AMSC 660 / CMSC 660 Scientific Computing I, Fall 2008
Dianne P. O'Leary
oleary@cs.umd.edu
When and Where:
TuTh......9:30am-10:45am (CSI 3120)
(CSI is the Computer Science Classroom building, attached
to A.V. Williams and behind the Wind Tunnel.)
Office Hours:
Tuesday 1:00-2:15, Thursday 8:00-9:15, Friday 9-10, and by appointment,
in AVW 3271.
Email is welcome anytime.
My other course meets TTh 11:00-12:15.
Teaching Assistant: Chris Miller, cmiller@math.umd.edu
Office hours: Monday and Wednesday 8:50 - 10:50, in MATH 4423.
Textbook:
I'll make a draft of a textbook that I am writing for
this course available to you in pdf files.
Click here.
Prerequisite:
Undergraduate numerical analysis. Programming assignments
will be in Matlab.
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 grades:
based on best 7 of 9 quizzes.
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.
Basic Information:
Lecture Notes:
Errors and Arithmetic
Dense Matrix Computations
q2.m This is the program used
to generate the data on Quiz 2 and to do the RR-QR demonstration
in class.
Optimization
We will cover Chapter 9 now and Chapter 10 much later
in the semester.
Quiz dates:
Sept 11 (covers errors and arithmetic),
Sept 23 (covers lecture notes + Sections 3.1-3.3 + Sections 5.1-5.4.
The notation in Pointer 2.1 will be helpful.).
Oct 2 (covers rr-QR, eigendecomposition, SVD, and matrix updating.
Relevant material includes Sec 5.4, 5.5, 5.6 and Chapters 6 and 7.)
New: answers are posted.
Oct 14, 23.
Nov 4, 13, 25.
Dec 9.
Sample quizzes and answers to quizzes this semester.
Many problems from the old quizzes were
later included as challenges in the textbook.
Homework:
Homework 1
Due 2pm October 7
Check for updates in the FAQ.
Term Project Information
Some Information from Fall 2006