Numerical Computing
## Numerical Computing, CSCI-UA.0421-001

## New York University

Spring Semester 2015

Class meetings: Tues-Thurs, 11am - 12:15pm, in Warren Weaver Hall (CIWW) 517.

Last day of class: Thursday, May 7, 2015.

Final exam: Thursday, May 14, 10-11:50am, in WWH 102.

###
Instructor: Margaret H. Wright, mhw@cs.nyu.edu

### Office: Warren Weaver Hall (CIWW), Room 430

### Office Hours: Wed 10-11:45am, or by appointment.

### Course Description

Numerical computing is an interconnected combination
of computer science and mathematics in which we
develop and analyze algorithms for solving important problems
in science, engineering, medicine, and
business---for example, designing a bridge, choosing a
stock portfolio, or detecting tumors in medical images.

This class will cover several topics, including:
one-dimensional nonlinear equations;
understanding and dealing with sources of error;
linear equations and linear least-squares; data fitting;
splines; numerical integration; and
ordinary differential equations.
As much as possible, numerical methods will be presented
in the context of real-world applications.

### Coursework

The course requirements include class attendance;
written and programming homework
assignments; and a midterm. In addition, depending
on enrollment, there will be either a final examination or a
mini-research project.
All of these will count in your final grade.
The final grade will be calculated by averaging the three
elements (Homework, Midterm, Final Project/Final Examination), with
weights of 30%, 30%, 40%, where the weighting for these items will be chosen
individually to maximize each student's grade.

### Academic Integrity

Academic integrity is a core principle of education at NYU, including
five fundamental values: honesty, trust, fairness, respect, and
responsibility. For a discussion of academic integrity policy in
the Computer Science Department, see
on the Computer Science website.
In numerical computing, academic integrity includes individual completion
of all assignments. If one students shows or gives his/her work to
another, both students are considered to be cheating. Students may
not use work provided by any person outside the class, or by any
external course such as the Web. Students may not solicit other people
to do assignments (in whole or in part) for them.
External sources, including published materials or materials
on the Web, must be explicitly cited if they are involved in
any substantive part of an assignment.
During an exam, students may not communicate in any way with
anyone else, nor use materials or technology not permitted by the
instructore. One student may not look at another student's
test during an exam. If one student allows another to look at his/her test
during the exam, both students are considered to be cheating.
### Prerequisites

V22.0102 (introduction to computer science II), V63.0140 (linear algebra),
and calculus (preferably V63.0122, Calculus II).
Students without
this background should
check with the instructor for permission to take the class.

Professor Gilbert Strang's
famous linear algebra courses at MIT can be found on
the MIT
open courseware website or on YouTube, with search terms
``Strang linear algebra MIT''.

### Textbook

Primary text: *Numerical Methods: Design, Analysis, and Computer
Implementation of Algorithms*
by Anne Greenbaum and Timothy P. Chartier, published by Princeton
University Press, available at the NYU Bookstore.
Other useful books are *A First Course in Numerical
Methods* by Uri M. Ascher and Chen Greif, published by the
Society and Industrial Mathematics (SIAM) and
*Numerical Computing with Matlab* by Cleve Moler,
with individual chapters that can be downloaded from the MathWorks
website.
Other material will be passed out as notes.

### Programming

The instructor will use Matlab, an interactive software package and
programming environment, for her own programs. If you prefer
another language, this is fine as long as your code is intelligible.
Matlab is a product of the Mathworks; a student version costs
around $100 at the Computer Store, or you can use Matlab in
a Courant computer lab. (You will need a CIMS account, which
will be provided after the second class.) You can use Matlab
remotely, with a few (solvable) complications if you wish to
use its graphics capabilities.
Matlab tutorials are available online from several sites. For example,
there is an array of tutorial and other educational resources
for students
on
the MathWorks website .

### Homework

HW1, due February 12, 2015.

HW2, due February 19, 2015.

HW3, due February 26, 2015.

HW4, due March 5, 2015.

HW5, due April 2, 2015.

HW6, due April 9, 2015.

HW7, due April 21, 2015.

HW8, due April 30, 2015.

HW9, due May 7, 2015.

Homeworks must be submitted in electronic form, and must
be emailed to the instructor no later than 11:59pm on the due date.
Without explicit permission from the instructor in advance,
late homework will be marked down by 30% for every day of
lateness.
### Midterm

An in-class, closed-book midterm was given on Tuesday, March 10.