COS 323 - Computing for the Physical and Social Sciences

Spring 2006

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 7 Intro; numerical computation and accuracy  
Thu, Feb 9 Root finding  
Tue, Feb 14 Optimization  
Thu, Feb 16 Linear programming  
Tue, Feb 21 Solving linear systems  
Thu, Feb 23 Linear systems: iterative and sparse methods  
Tue, Feb 28 Data modeling and least squares fitting Assignment 1 due
Thu, Mar 2 Nonlinear least squares; robust fitting  
Tue, Mar 7 SVD and application to least squares  
Thu, Mar 9 PCA and dimensionality reduction  
Tue, Mar 14 Kalman filtering Assignment 2 due
Thu, Mar 16 Data visualization  
Tue, Mar 21 No class - spring break  
Thu, Mar 23 No class - spring break  
Tue, Mar 28 Signal processing, convolution  
Thu, Mar 30 Fourier transform  
Tue, Apr 4 More on the FFT; Sampling and aliasing
Thu, Apr 6 Integration  
Tue, Apr 11 Monte Carlo integration  
Thu, Apr 13 Ordinary differential equations  
Tue, Apr 18 ODEs: accelerated methods and behaviors Assignment 3 due
Thu, Apr 20 Partial differential equations  
Tue, Apr 25 Applications of PDEs  
Thu, Apr 27 Simulation  
Tue, May 2 Simulation II Assignment 4 due
Thu, May 4 Wrapup  
Tue, May 16 Dean's date Project due

Last update 29-Dec-2010 11:59:13
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