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.

New: Grades as of 11-13-2008

Teaching Assistant: Chris Miller, cmiller@math.u md.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:

  • Course Information and Syllabus
  • The textbook: Scientific Computing with Case Studies by Dianne P. O'Leary, SIAM Press, 2008.
  • Title Page, table of contents, preface
  • Index for the book
  • Bibliography for the textbook
  • Relevant units from the textbook (Now posted: Units 1 through 6.)
  • Solution manual, Matlab code and data for challenges in the textbook 11-13-08 The manual now includes the answers to the challenges in Chapter 18, and the solution codes are also posted.
  • Known errors in the textbook (Frequently updated.)
  • Known errors in the solution manual and Matlab code (Frequently updated.)
  • UMCP Code of Academic Integrity
  • Information about computer accounts. You should now be able to access your GRACE account. 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.

    • 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.
  • 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 (Reposted 11-04-2008 to fix boldface errors.)
  • Ordinary Differential Equations, Part 1
  • Ordinary Differential Equations, Part 2

    • 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.) answers are posted.
    Oct 14 (covers Chapter 9, through Section 9.3.1. You do not have to read any of the references (Fletcher, Nash&Sofer) referred to in the notes.)
    Oct 23 (covers Sec 9.3, Sec 9.4, and Chapter 13).
  • Nov 4 (covers Sec 9.3, 9.4, Chapter 13, Chapter 24).
    Nov 13 (covers Monte Carlo unit Chapters 16-18)
    New: Nov 25 (covers Chapter 20, through Section 20.2.4).
    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
  • Homework 1 answers
    The deadline for requesting a regrade of Homework 1 is extended to November 10. If you have a late penalty, it may have been computed incorrectly, so request a regrade if necessary.
  • Homework 2
    Due 2pm November 4.
    No late penalty if submitted by 2pm November 6. Late penalty of 30% if submitted between 2:01 Nov 6 and 2pm Nov 8, etc.
  • New: 11-17-2008: The homework is fully posted now. Homework 3
    Due 2pm December 4.


    • Term Project Information

    Some Information from Fall 2006