Scientific Computing
CSCI-GA.2112-001, MATH-GA.2112-001
Spring 2013, Thursdays 5:10-7:00pm, WWH 1302
Instructor: Yu Chen
Coordinates
Office: WWH 1126
Telephone: 998-3285
Office Hours: Tue and Thur 1-2pm
Email: yuchen at cims.nyu.edu
Topics covered include:
- direct methods for systems of linear equations
- matrix eigenvalue problems and SVD decomposition
- numerical interpolation, differentiation and integration
- elementary signal processing, Fourier analysis
- nonlinear systems of equations and unconstrained
optimization
- floating point arithmetic, conditioning and stability
- ordinary and partial differential equations
- Monte Carlo methods.
Prerequisites
Multivariable calculus, linear algebra, programming experience. MATLAB will be used as the main language of the course. It is easy to learn if you have studied any other language. If you prefer, you may complete homework assignments in another language of your choice.
Requirements
Attendance required.
Weekly homework assignments, often programming intensive, and could be quite
time consuming. It is important that you do the homework yourself, but
when you get stuck, you are encouraged to consult with me and other students,
to get help when necessary. However, when you get help, it's important to
acknowledge it in writing. Passing off other's work as your own is
not acceptable.
Required Text Book
The course textbook is
Numerical Methods: Design, Analysis, and Computer Implementation of
Algorithms by Anne Greenbaum & Timothy P. Chartier.
A reserve copy will be available on 2h reserve in
the Courant Library.