Scientific Computing: Lectures

The current book draft is up.

Date Topic
Jan 22 Sources of error
Jan 29 Local analysis
Feb 5 Local analysis
Feb 12 Linear algebra background
Feb 19 Linear algebra background: least squares, SVD, and condition numbers
Feb 26 Linear algebra algorithms: LU and Cholesky factorization
Mar 5 Nonlinear equations and optimization
Mar 12 Polynomial interpolation
Mar 19 No lecture (spring break)
Mar 26 Fourier analysis (guest lecture by Jonathan Goodman)
Apr 2 Differential equations (see also my class notes)
Apr 9 Differential equations (guest lecture by Jon Weare)
Apr 16 Monte Carlo methods
Apr 23 Monte Carlo methods
Apr 30 Review and wrap-up