Numerical Computing
V22.0421.001
Computer Science
Spring 2002

Instructor. Prof. Yu Chen, Warren Weaver Hall (Ciww), Room 1126. Tel: 998-3285, yuchen@cims.nyu.edu

Class Mailing List. v22_0421_001_sp02@cs.nyu.edu subscribe to mailing list
There is also an email-based interface; you can get info about using it by sending a message with just the word `help' as subject or in the body, to: v22_0421_001_sp02-request@cs.nyu.edu

Basic Course Information
Homework and project schedule

Try out A Free Matlab Online Tutorial or look for others by a web search.

Class Time.
Lecture: 9:30-10:45 am, Tuesday and Thursday., room 102, Warren Weaver Hall (Ciww)
First meeting: Tuesday, January 22.
Last day of class: Thursday, May 2.
Spring break: March 11--15.
Midterm project: March 21. Final exam: May 9, 8:00-9:50am, Room 109 WWH

Office Hours. 3:00 p.m. - 5:00 p.m. Tuesdays, and by appointment.
Prerequisite. V63.0124 (linear algebra), Coprerequisite: V22.0202, and programming with Matlab.
Required Text. Scientific computing, an introductory survey, Michael T.Heath, 2nd Edition, 2002; available at the university bookstore.

Syllabus. The course will cover basic principles and useful algorithms essential for numerical applications in sciences, engineering and finance. It is intended for students with solid mathematical skills: a good knowledge in Linear algebra and programming in Matlab are essential. Students learn techniques for problem solving by implementing Matlab programs. We will consider the following topics:

  1. General concepts in numerical calculations - stability, accuracy
  2. Numerical linear algebra
  3. Solution of nonlinear equations
  4. Numerical differentiation and integration
  5. Data fitting and optimization.
  6. Initial and boundary value problems for differential equations
  7. Rondom number generation.
Assignments and Grading. Homework assignments will be given weekly, mostly involving math work and computer programming in Matlab. The homework grade contributes about 40% of the final grade, and will be based on the following two aspects of your homework:
  1. The writeup, that is concise in math and English, discussing the results and answering the questions.
  2. Output and/or graphics, carefully chosen to be illustrative without taking too much paper.

Reference Texts.

  1. Linear algebra and its applications, G. Strang.
  2. An introduction to Numerical analysis, G. Strang, G. J. Fix
  3. Analysis of numerical methods, E. Isaacson, H. Keller
  4. Numerical methods, G. Dahlquist, A. Bjorck
  5. Numerical methods for ordinary differential systems, J.D. Lambert.
  6. Solving ordinary differential equations, E. Hairer

yuchen@cims.nyu.edu (Yu Chen)
Last modified: Feb 5, 2002