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CS210: Numerical and Scientific Computing


Introduction to use of computers to solve scientific and engineering problems. Application of mathematical judgment in selecting tools to solve problems and to present results.

Although the subject matter of Numerical Scientific Computing can be made rather difficult, an attempt will be made to present the course material in as simple a manner as possible. More theoretical aspects, such as proofs, will not be presented. Applications will be emphasized.

High quality mathematical software is available for solving most commonly occurring problems in scientific computing. Use of sophisticated, professionally written software has many advantages. We will seek to understand basic ideas of methods on which such software are based, so that we can use software intelligently.

We will gain hands-on experience in using such software to solve wide variety of computational problems. 


Text Books

1. Elementary Numerical Analysis: An algorithmic approach 

     by Samuel D. Conte/ Carl de Boor

2. Matrix Computations by Gene H. Golub / Charles F. Van Loan  


There is a large number of topics can be covered under this course. We will try to complete as much as possible in the present course out of the following list:

Scientific Computing ?
Systems of Linear Equations
Linear Least Squares
Eigenvalue Problems
Nonlinear Equations
Numerical Integration and Differentiation
Initial Value Problems for Ordinary Differential Equations
Boundary Value Problems for Ordinary Differential Equations
Partial Differential Equations
Fast Fourier Transform
Random Numbers and Stochastic Simulation


Lecture Notes (pdf)

Lecture 1: Scientific Computing ?

Lecture 2: Approximations in Scientific Computing

Lecture 3 : Computer Arithmetic

Lecture 4: Gaussian Elimination

Lecture 5-6: Pivoting Strategies

Lecture 7: Norms and Condition number

Lecture 8: Error bounds and Residuals

Lecture 9: Solution of Nonlinear Equations 

Lecture 10: Solution of Nonlinear Equations-II

Lecture 11: Solution of Nonlinear Equations-III

Tutorials (pdf)

Tutorial- 1

Tutorial- 2

Tutorial - 3

Tutorial - 4

Tutorial - 5

Tutorial - 6

Tutorial - 7



Policy: No marks for late submissions

Assignment -1 ( 1 point) Submission Deadline - Over 

Assignment -2 ( 1 point) Submission Deadline - Over 

Assignment -3 (5 points) Submission Deadline - Over 

Assignment -4 (8 points) Submission Deadline - March 28, 2004


Some Useful Links

For Information about Sun Performance Library please see SUN Workshop

Matlab Tutorial

Short MATLAB Tutorial and cool MATLAB demos by Mathworks

Unix Tutorials

Stanford Unix Programming Tools Manual (pdf file)
GNU Bash Manual (html file)
GNU Make Manual (html file)



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