COS 323 - Computing for the Physical and Social Sciences

Spring 2005

Course home Outline and lecture notes Assignments

There is no formal textbook for the course, but the Numerical Recipes series of books contains a good deal of information, code, and references on many of the algorithms we'll be discussing. The book is available at most bookstores, or there's an online version of the C (and Fortran, but not C++) books.

Date Topic (click for notes) Assignments
Tue, Feb 1 Intro; numerical computation and accuracy  
Thu, Feb 3 Root finding  
Tue, Feb 8 Optimization  
Thu, Feb 10 Linear programming  
Tue, Feb 15 Solving linear systems  
Thu, Feb 17 Linear systems: iterative and sparse methods  
Tue, Feb 22 Data modeling and least squares fitting  
Thu, Feb 24 Nonlinear least squares; robust fitting Assignment 1 due
Tue, Mar 1 SVD and application to least squares  
Thu, Mar 3 PCA and dimensionality reduction  
Tue, Mar 8 Kalman filtering  
Thu, Mar 10 Data visualization Assignment 2 due
Tue, Mar 15 No class - spring break  
Thu, Mar 17 No class - spring break  
Tue, Mar 22 Signal processing, convolution  
Thu, Mar 24 Fourier transform  
Tue, Mar 29 Sampling and aliasing  
Thu, Mar 31 Integration  
Tue, Apr 5 High-dimensional integration and Monte Carlo  
Thu, Apr 7 Ordinary differential equations  
Tue, Apr 12 ODEs: accelerated methods and behaviors  
Thu, Apr 14 Partial differential equations Assignment 3 due
Tue, Apr 19 PDEs II  
Thu, Apr 21 Simulation  
Tue, Apr 26 Simulation II  
Thu, Apr 28 Wrapup Assignment 4 due
Tue, May 10 Dean's date Project due

Last update 29-Dec-2010 12:00:55
smr at princeton edu