CS3330 Scientific Computing, Fall 2017
- Instructor: Cheng-Hsin Hsu (chsu AT cs.nthu.edu.tw), Delta (台達館) 643.
- Time: Mondays 10:10 a.m. – 12:00 p.m., Wednesday 9:00 a.m. – 9:50 a.m.
- Location: Delta (台達館) 102.
- Office Hour: Wednesday 10:00 a.m. – 12:00 p.m.. at Delta 643.
- TA: 王鈺鎔 (rita33cool1 AT yahoo.com.tw)
- Tutorial Session (programming assignment demos): Mondays 7:00 – 9:00 p.m., EECS 323
This course surveys numerical methods for students who need to solve mathematical problems using computer algorithms. The algorithms are designed for algebraic or analytic problems. This is not a traditional numerical analysis course, as we will focus more on the motivation and ideas behind individual algorithms, rather than detailed analysis (proof) of them. Students are expected to use well-written mathematical software (mostly open-source or public) for getting the solutions whenever possible. That is, the course is for potential users of mathematical software rather than designers/programmer of such software. The course is not dependent on any specific choice of programming language. Moreover, unlike prior years, the course will not teach any programming language; students are expected to be familiar with Matlab, Python, C/C++, or Java.
“Scientific Computing: An Introductory Survey”, M. Heath, 2nd Ed., McGraw-Hill, 2002, https://www.amazon.com/Scientific-Computing-Michael-T-Heath/dp/0072399104 or http://www.tunghua.com.tw/portal_b10_cnt_page.php?button_num=b10&folder_id=661&cnt_id=6288 .
Lectures, optional homework assignments (corrected, but not graded), worksheets, and exams.
The course is divided into the following three parts, separated by midterm exams: (i) basic algebraic, (ii) data fitting, and (iii) other topics.
Basic Algebraic (6 weeks in total)
Chap. 1: Scientific Computing (1.5 weeks)
Chap. 2: Systems of Linear Equations (1.5 weeks)
Chap. 4: Eigenvalue Problems (1.5 weeks) <– Optional
Chap. 5: Nonlinear Equations (1.5 weeks)
Data Fitting (5.5 weeks in total)
Chap. 3: Linear Least Squares (2 weeks)
Chap. 7: Interpolation (1.5 weeks)
Chap. 12: Fast Fourier Transform (2 weeks) <– Optional
Other Topics (4 weeks)
Chap. 6: Optimization (1.5 weeks)
Chap. 8: Numerical Integration and Differentiation (1.5 weeks)
Chap. 13: Random Numbers and Simulation (1 week)
Optional homework assignments (0%)
Programming assignments (35%), 7 times
Worksheets (15% + 1% Bounus), 8 times <– tentative
Exams (50%), 3 times: midterm #1 (20%), midterm #2 (15%), final (15%)
Note: The assignments are due at 11:59:59 p.m. on the due date. Students should email their reports (in PDF) via emails to the instructor and the TA. The TA will reply you a confirmation email. If you don’t receive it, please contact us again.
Late submissions lead to the following penalty. Within 24 hrs, 10%; between 24 and 120 hrs, 50%. Submissions after 120 hrs will not be graded. We use the timestamp added by the NTHU cs mail server as your turn in time. So, if possible, please plan ahead for your submissions.
Course info: https://nmsl.cs.nthu.edu.tw/index.php/courses
Textbook materials, including slides: http://heath.cs.illinois.edu/scicomp/