Spring 2014, Thursdays 7:10-9:00pm, WWH 1302
Instructor: Yu Chen
Office: WWH 1126
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
- floating point arithmetic, conditioning and stability
- ordinary and partial differential equations
- Monte Carlo methods.
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.
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
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.