CSci 5302 -- Spring 2009 -- Course Syllabus

Class Hours
Lecture: Monday-Wednesdays 4-5:15pm in EE/CS 3-111.

Textbook
Scientific Computing: An Introductory Survey; by Michael T. Heath (2nd edition) McGraw Hill, 2002

Instructor: Prof. Daniel Boley (boley _at_ cs.umn.edu)
Office: EE/CSci bldg, room 6-209
Phone: 612-625-3887
Office Hours: right after class.
To avoid my e-mail spam filter, please include the string "5302" in the subject line.

TA: Ham Ching Lam (hamching _at_ cs.umn.edu)
Office: EE/CSci bldg, room 2-209 (during office hour)
Phone: 612-626-7512 (during office hour)
Office Hours: Fridays 11am-12noon.

Assignment Plan (not in order)

• Occasional classroom exercises and/or pop quizzes: up to 10% of final grade
• 1 final exam: 30% of final grade
• 2 midterms: 30% of final grade
• 4-5 assignments: 30% of final grade

General Information
This course introduces the basic numerical techniques to solve mathematical problems on a digital computer. Algorithms for several common problems encountered in mathematics, science and engineering are introduced. The pitfalls and errors that can arise when solving mathematical problems with methods taking finite time and in finite precision arithmetic are discussed, and measures to predict when such pitfalls are encountered will be introduced.

TOPICS

• Scientific Computing - Goals and Fundamentals (Chap 1)
• Linear Equations (a review - Chap 2, secs 1-4)
• Nonlinear Equations (Chap 5)
• Polynomial Interpolation, Splines (Chap 7)
• Numerical Integration and Quadrature (Chap 8, secs 1-6)
• Initial Val. Probs. for Ord. Diff. Equs (Chap 9)
• Linear Least Squares (Chap 3)
• Optimization Problems (Chap 6)
• Fast Fourier Transform (Chap 12)

  ... time and interest permitting ....

• Boundary Val. Probs. for Ord. Diff. Equs (Chap 10)
• Matrix eigenvalues and singular values (Chap 4, secs 1, 2, 3, 5)
• Random Number Generation (Chap 13)

Students will be expected to implement several of the algorithms on a digital computer in MATLAB (or some similar system for interactive numerical computations) and they should be familiar with basic programming techniques, as well as being able use the help system in MATLAB. Students should also be acquainted with the basic concepts of the more elementary numerical methods (e.g. solving simple linear equations, root-finding, etc.) though some of this will be reviewed during the course.

All items handed in to be graded must represent the individual effort of whoever's name(s) appears on the item. At a minimum, violators of this policy will fail the course and/or will have their names recorded at the appropriate University office. Mutual discussion of each individual's results in the homeworks is encouraged, as long as the results themselves represent individual efforts. Joint efforts, when allowed, should be handed in as a single item listing the names of all participants. To pass the course, you will have to achieve a passing grade on the exams alone, and do satisfactorily on the homeworks.

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