G22.2112/G63.2043 Scientific Computing

Wednesdays 5:10-7:00 pm, WWH 1302. Please note that class will start at 5:10 pm sharp.

Instructor: Michael L. Overton

The TA for the class is Ernest Zhu (email: gdz201@nyu.edu, WWW 607, office hours *** Mondays 4-6 pm and by appointment)

Multivariate calculus and linear algebra. Programming experience strongly recommended but not formally required. If you have no programming experience you must speak to the instructor at the end of the first class and you will need to allow a lot of extra time to teach yourself programming while taking the course.

The course textbook is Scientific Computing, by M.T. Heath. You are expected to read much (but not all) of the text book; chapter and section numbers are specified below. I strongly recommend that you prepare for class by looking over the relevant chapter in advance and follow up the lecture with a much more detailed reading of the material. Much supplementary information, including corrections to errors in the text and the author's lecture notes, is available on the textbook web page.



Final Exam
The final exam will be 5-7 pm on Friday December 16. The final homework must be given to me in class on Dec 14 or left under MY office ( NOT Ernest's door). Any time up to 12 noon on Thu Dec 15 is OK, but after that late homework will not be accepted or graded. Ernest will not be available after Dec 9. However, I am available to answer questions about the exam Tue Dec 13 through Fri Dec 16 (the day of the exam). Drop by my office or send email for an appointment.

Attending class, reading the text book, submitting solutions to weekly homework assignments, and writing the final exam. If you cannot attend one or two classes, please notify me by email, in advance if possible. Absence from more than two classes is unacceptable except in special circumstances.

It is important that you do the homework yourself, but when you get stuck, I encourage you to consult with other students, or the math computer consultant, or me, to get help when necessary. However, when you get help, it's important to acknowledge it in writing. Passing off other people's work as your own is called plagiarism and is not acceptable.

Homework should be subitted directly to the TA (see above), either in class, or under his office door. Please do not leave homework in his or my lobby mailbox or send it by email. Staple all pages together. Late homework will be penalized 20%. Homework will not normally be accepted more than one week late.

Programming Information
Although programming assignments can be solved using any programming language, I highly recommend MATLAB. I'll use MATLAB in class. You can buy the student edition for $100 here, or you can use the CIMS workstations or access them from home. If you want to use C, C++, Fortran, or Java that's OK, but you'll be on your own in terms of finding software packages that might be needed (I am not yet sure what these would be, but LAPACK or equivalent might be one, as an example). For Matlab documentation, type "helpdesk" at the Matlab prompt. To get started, try out A Free Matlab Online Tutorial or Another Tuturial or look for others by a web search. You may want to look at a very outdated but still useful Introductory Matlab Primer (3rd and last edition, postscript file). There are many books on Matlab; I recommend Matlab Guide, by Higham and Higham, but you will find many other resources on the web, including the latest information on Matlab 7.

Class Mailing List
Important: you must join the class mailing list . There are two steps to joining the list; the first is to follow the instructions on the web page (including picking a password), and the second is to REPLY TO the confirmation message sent to you by the system. This list will be used for important announcements. You can also send questions or comments to this list yourself (contact me if you have questions about when this is appropriate). If you do not want to use an NYU email address, be sure to notify me in person or by email from an NYU address about your preferred address, so I can add it to my spam filter.

Sun Account
If you don't have a Sun workstation account, you may request one, even if you plan to do most of the homework on your home computer. Request this account from petagna@cs if you are registered in G22.2112 and from the math department if you are registered in G63.2043.

As an NYU graduate student you have the opportunity to join SIAM for free. SIAM is the main professional organization for applied and computational math, and offers a number of benefits to members. I've been a member since I was a graduate student, and have benefitted in many ways from my association with SIAM.

Don't Hesitate to Ask for Help
If you have questions, please see me or the TA during our office hours. If you can't make the office hours, send email to make an appointment. Simple questions can also be sent by email, but it is difficult to answer questions in any detail by email. Don't wait until it's too late!