COS 323 - Computing for the Physical and Social Sciences

Spring 2006

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