G63.2043.001/G22.2112.001, Spring 2009:

Scientific Computing

David Bindel
Thurs, 7:10-9:00 pm.
109 Warren Weaver Hall (changed from 1302 WWH).
FINAL: Thurs, May 7, 7:10-9:00 pm in 109 WWH

Course Description

This one-semester graduate course will cover basic scientific computing for computer scientists, mathematicians, and students in other areas where numerical computation is used. We will discuss mathematical principles and algorithms, and also practical issues of reliability, library use, and performance on modern hardware. There is no required text; instead, we will use a set of lecture notes developed by Jonathon Goodman, which will be posted as we go.

Prerequisites are linear algebra, multivariable calculus, and some elementary probability theory. Students should also be able to read and write simple programs in C/C++, and should know (or learn) a little MATLAB or Octave.

The grade will be based on weekly homework assignments, most of which involve computing, and a final examination. Students are encouraged to discuss problems and help each other with assignments, but all software and final write-ups must be done individually. Part of the grade will be based on the clarity and correctness of the code.

Course Outline

This outline is subject to revision.