Numerical Computing, V22.0421
Instructor: Michael L. Overton
Tue, Thu 9:30 - 10:45 a.m., CIWW 513
Introduction to numerical computation: the need for floating-point arithmetic,
the IEEE floating-point standard.
Importance of numerical computing in a wide variety of scientific applications.
Fundamental types of numerical algorithms: direct methods
(e.g. for systems of linear equations), iterative methods
(e.g. for a nonlinear equation), and discretization methods
(e.g. for a differential equation). Conditioning and stability.
How can you tell if you can trust your answers? We will use the computer
a lot in class and you should become quite proficient with Matlab by the end
of the course. If you like math as well as programming, you should enjoy
V22.0102 (intro to computer science II) and V63.0140 (linear algebra), or, in
some cases, permission of instructor. Knowledge of Matlab in advance is not expected.
- Attend class
- Do the assigned readings
- Do the homework
- Write midterm exam (Thu March 8) and final exam (Fri May 4, 10 a.m.)
The final exam will cover the topics of Homeworks 4 through 7
(Ascher-Greif chapter 5, chapter 7, chapter 10 (sections 10.1 and 10.2 only),
chapter 11 (except section 11.3), chapter 12 (section 12.1 only),
and chapter 15 (sections 15.1 and 15.4 only), plus the Google paper).
It is important that you do the homework yourself (not jointly with another
student), but when you get stuck, I encourage you to consult with
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 1, assigned Jan 23, due Jan 30
- Homework 2, assigned Feb 1, due Feb 8
- Homework 3, assigned Feb 8, due Feb 20
- Homework 4, assigned Feb 20, due Mar 2
- Homework 5, assigned Mar 22, due Apr 2
- Homework 6, assigned Apr 5, due Apr 13
- Homework 7, assigned Apr 17, due Apr 27
Homework may be given to me in class or in my office,
or left under my office door, or submitted by email to the grader
Please do not leave homework in my lobby mailbox.
Late homework will be penalized 20%.
Homework will not be accepted more than one week late,
except in special circumstances.
Matlab Programs Written in Class
Books and Notes
We will use Matlab for most of the computing that we do in this course.
Matlab is by far the best environment for small-scale numerical
computing. Although by itself it is not the most efficient choice
for large-scale computing, it can be used to call compiled C, Fortran or Java
routines and experiment with the results. Matlab is a product of
You can order your the student version of Matlab (price is $100)
you can use Matlab on the ITS Labs (or connect from home, but you won't be able
to open graphics windows without special software installed).
For Matlab documentation, type "helpdesk" at the Matlab prompt.
There are many books on Matlab; I recommend
Matlab Guide, by
Higham and Higham, but you will find many other resources on the web.
Finally, you can consider using a
free Matlab clone.
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.
Don't Hesitate to Ask for Help
If you have questions, send me email, give me a call, or drop by my office.
Don't wait until it's too late!