COS 323 - Computing for the Physical and Social Sciences

Spring 2005

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