CMSC/AMSC/MAPL 460 Computational Methods
Class: T, Th......12:30pm-1:45 pm (CSI 2107)
Instructor: Ramani Duraiswami E-mail: ramani AT umiacs.umd.edu;
Office Hours: Wednesdays 1:30 p.m. - 3:00, in AVW 3361. (you must confirm I am there before coming by emailing me)
TA: Ross Adelman; E-mail: rna AT umd.edu
Office Hours: 1:00 PM to 2:30 PM on Fridays, in AVW 3368
Textbook (Required): Numerical Computing with MATLAB, by Cleve Moler, ISBN 0-89871-560-1
Individual Chapters may be downloaded from the author's web site at http://www.mathworks.com/moler/chapters.html
The book may be purchased from the bookstore, or from the web.
Textbook (other): A useful reference is Ascher & Greif
Software (required): MATLAB.
You will need reliable access to MATLAB and a printer for doing homework in this course.
If you do not have access to Matlab and have a PC, the best option would be to buy the student edition from the bookstore.
You can also get by without buying this copy and using the software which should be accessible from University computers. However, this requires a degree of computer savviness, and your are responsible for figuring this out ASAP. Moreover, the system tends to be slow.
PIAZZA for peer-to-peer discussions/assistance.
NO LAPTOPS IN CLASS
Printing: Most homework will call for printing material (graphs, programs and the like off Matlab) and submitting it.
Emailed homework is NOT acceptable.
Prerequisites: Programming, advanced calculus, linear algebra.
Description in the catalog: Basic computational methods for interpolation, least squares, approximation, numerical quadrature, numerical solution of polynomial and transcendental equations, systems of linear equations and initial value problems for ordinary differential equations. Emphasis on methods and their computational properties rather than their analytical aspects.
Homework will be given out periodically, and will be due on the first class in the following week from the date handed out. No late homework, without prior arrangement. Homework will be posted on this web page.
Collaboration Policy: You may study together and discuss problems and methods of solution with each other to improve your understanding. You are welcome to discuss assignments in a general way among yourselves, but you may not use other students' written work or programs. Use of external references for your work should be cited. Clear similarities between your work and others will result in a grade reduction for all parties. Flagrant violations will be referred to appropriate university authorities.
You are responsible for checking this page.
Policy: Honor code http://www.studenthonorcouncil.umd.edu/code.html
Grading: Homework 30%, Mid-Term 25%, Final 35%, Participation 10%
Previous versions of this course: (for reference) Fall-2005 Spring-2007 Fall 2008 Spring 2010
LECTURE |
CONTENTS |
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1/24/2013 (Thursday) |
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Introduction to the course. Why study Computational Methods? Rules. Syllabus
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1/29/2013 (Tuesday) |
Lecture 2 Matlab |
Introduction to MATLAB. Ways to implement a matrix vector product |
1/31/2013 (Thursday) |
Lecture 3 |
Representing numbers on a computer Overflow and conversion errors |
02/05/2013 (Tuesday) |
Lecture 4 | IEEE-754 floating point |
Homework 1 | See Piazza | |
02/07/2013 (Thursday) | Lecture 5 | Matrices vectors Book |
02/12/2013 (Tuesday) | Lecture 6 | Gaussian Elimination |
02/14/2013 (Thursday) | Lecture 7 | LU |
Homework 2 | See Piazza | |
02/19/2013 (Tuesday) | Lecture 8 | LU wrapup |
02/21/2013 (Thursday) | Lecture 9 LU Lecture 9 Interp | Homework Discussion (LU). Polynomial interplation |
02/26/2013 (Tuesday) | Lecture 10 | Polynomial interplation (Newton and Lagrange forms) Book |
02/28/2013 (Thursday) | Lecture 11 | Newton form and error analysis of polynomial interpolation |
03/05/2013 (Tuesday) | Lecture 12 Matlab | Errors in high order polynomial interpolation Local interpolation, linear splines |
03/07/2013 (Thursday) | Lecture 13 | Cubic Spline Interpolation |
03/12/2013 (Tuesday) |
Review | |
03/14/2013 (Thursday) | Exam | See Piazza for solution |
03/19/2013 (Tuesday) | Spring Break | |
03/21/2013 (Thursday) | Spring Break | |
03/26/2013 \ (Tuesday) | Lecture 14 | Bisection, Newton and Secant Book |
03/28/2013 (Thursday) | Lecture 15 | Convergence, golden search |
04/02/2013 (Tuesday) | Lecture 16 | Wrap up of Lecture 15. Begin Least Squares. Normal Equations Book |
04/04/2013 (Thursday) | Lecture 17 | Least Squares via QR decomposition |
04/09/2013 (Tuesday) | Lecture 18 Matlab | Computing the QR decomposition via Givens Rotations |
04/11/2013 (Thursday) | Review | |
04/16/2013 (Tuesday) | Exam | |
04/18/2013 (Thursday) | Lecture 20 Matlab | Householder transforms |
Course Eval | Course evaluation | |
04/23/2013 (Tuesday) | Lecture 21 | Eigenvalues and Eigenvectors Book |
04/25/2013 (Thursday) | Lecture 22 Matlab | Algorithms to compute Eigenvalues and Eigenvectors |
04/30/2013 (Tuesday) | Lecture 23 Matlab | The Singular Value Decomposition |
05/02/2013 (Thursday) | Lecture 24 | Quadrature: Newton Rules, Error Book |
05/07/2013 (Tuesday) | Lecture 25 | Quadrature: Romberg integration, Gaussian quadrature |
05/09/2013 (Thursday) | Lecture 26 | Last Day of Classes! Review |
05/16/2013 (Thursday) | Final Exam 1:30 - 3:30 p.m. | In class |