V22.0421.001

Computer Science

Spring 2002

**Instructor.** Prof. Yu Chen, Warren Weaver Hall (Ciww), Room 1126.
Tel: 998-3285, yuchen@cims.nyu.edu

**Class Mailing List.** v22_0421_001_sp02@cs.nyu.edu
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There is also an email-based interface; you can get info about using
it by sending a message with just the word `help' as subject or in the
body, to: v22_0421_001_sp02-request@cs.nyu.edu

** Basic Course Information **

** Homework and project schedule **

Try out A Free Matlab Online Tutorial or look for others by a web search.

**Class Time.**

Lecture: 9:30-10:45 am, Tuesday and Thursday., room 102, Warren Weaver Hall (Ciww)

First meeting: Tuesday, January 22.

Last day of class: Thursday, May 2.

Spring break: March 11--15.

Midterm project: March 21. Final exam: May 9, 8:00-9:50am, Room 109 WWH

**Office Hours.** 3:00 p.m. - 5:00 p.m. Tuesdays, and by appointment.

**Prerequisite.** V63.0124 (linear algebra), Coprerequisite:
V22.0202, and programming with Matlab.

**Required Text.** Scientific computing, an introductory survey,
Michael T.Heath, 2nd Edition, 2002; available at the university bookstore.

**Syllabus.**
The course will cover basic principles and useful algorithms essential
for numerical applications in sciences, engineering and finance. It is
intended for students with solid mathematical skills: a good knowledge
in Linear algebra and programming in Matlab are essential. Students
learn techniques for problem solving by implementing Matlab programs.
We will consider the following topics:

- General concepts in numerical calculations - stability, accuracy
- Numerical linear algebra
- Solution of nonlinear equations
- Numerical differentiation and integration
- Data fitting and optimization.
- Initial and boundary value problems for differential equations
- Rondom number generation.

- The writeup, that is concise in math and English, discussing the results and answering the questions.
- Output and/or graphics, carefully chosen to be illustrative without taking too much paper.

**Reference Texts.**

- Linear algebra and its applications, G. Strang.
- An introduction to Numerical analysis, G. Strang, G. J. Fix
- Analysis of numerical methods, E. Isaacson, H. Keller
- Numerical methods, G. Dahlquist, A. Bjorck
- Numerical methods for ordinary differential systems, J.D. Lambert.
- Solving ordinary differential equations, E. Hairer

yuchen@cims.nyu.edu (Yu Chen)

Last modified: Feb 5, 2002