AMSC 660 / CMSC 660 Scientific Computing I, Fall 2009


Dianne P. O'Leary

oleary@cs.umd.edu

Except where indicated, all of this information is valid for Fall 2009,

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: TBA

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.

    Basic Information:

  • 2008 Course Information and Syllabus This will eventually be replaced by the 2009 version.
  • 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

    • 2008 Lecture Notes: These will eventually be updated for 2009.

  • 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

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

    2008 Term Project Information This will eventually be replaced by the 2009 version.