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CS 6210: Advanced Scientific Computing I |
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Schedule (subject to change) |
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| 1 | 8/23 | Introduction |
Syllabus Bonus Lecture 1 Homework 1 |
| 8/25 | Chapter 1: Numerical Algorithms |
Bonus Lecture 2 Author Slides Chapter 1 |
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| 2 | 8/30 | Chapter 2: Rounding Errors |
Bonus Lecture 3 Scientific Computing Miniseries: Mark Kim (SCI): Fixed-Rate Compressed Floating-Point Arrays Author Slides Chapter 2 Paper on the Impact of Non-Associativity of FP Numbers NVIDIA CUDA Rounding What Every Computer Scientist Should Know About Floating-Point Arithmetic Prof. Mike Heath's (UIUC) Floating Point Slides |
| 9/1 | Bonus Lecture 4 | ||
| 3 | 9/6 | Chapter 3: Nonlinear Equations in One Variable |
Homework 1 Due Homework 2 Author Slides Chapter 3 |
| 9/8 |
Lecture Notes by Prof. Mark Embree (Rice University): Bracketing Algorithms / Newton's Method / Secant Method Root Finding Chapter from Cleve Moler's Book Numerical Computing in Matlab |
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| 4 | 9/13 | Chapter 4: Linear Algebra Background |
Author Slides Chapter 4 Eigenvalue and Singular Value Chapter from Cleve Moler's Book: Numerical Computing in Matlab |
| 9/15 |
Homework 2 Due Homework 3 |
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| 5 | 9/20 | Chapter 5: Linear Systems - Direct Methods |
Scientific Computing Miniseries: Sidharth Kumar (SoC): Parallel I/O Library Author Slides Chapter 5 Prof. Tim Davis' (University of Florida) Sparse (Direct) Linear Algebra Page |
| 9/22 |
Scientific Computing Miniseries: Arnab Das and Vinu Joseph (SoC): Why we are not ready for Exascale Computing? Chapter 9 from Karniadakis and Kirby's Book: Parallel Scientific Computing in C++ and MPI |
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| 6 | 9/27 | Chapter 6: Linear Systems - Least Squares Problems | Author Slides Chapter 6 |
| 9/29 | |||
| 7 | 10/4 | Chapter 7: Linear Systems - Iterative Methods |
Homework 3 Due Author Slides Chapter 7 |
| 10/6 | Homework 4 | ||
| 8 | 10/11 | No Class - Fall Break | |
| 10/13 | No Class - Fall Break | ||
| 9 | 10/18 | ||
| 10/20 |
Conjugage Gradient Methods (A Painless View) by Johnathan Shewchuk (Berkeley) Multigrid Tutorial by William Briggs (LLNL) Lecture Notes on Multigrid Methods by P.S. Vassilevski (LLNL) |
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| 10 | 10/25 | Chapter 8: Eigenvalues and Singular Values |
Author Slides Chapter 8 Lecture Notes by Prof. Mark Embree (Rice University): SVD (Theory) / SVD Examples, Norms and Compressions |
| 10/27 | |||
| 11 | 11/1 | Chapter 9: Nonlinear Systems and Optimization |
Homework 4 Due Homework 5 Author Slides Chapter 9 |
| 11/3 | |||
| 12 | 11/8 | Chapter 10: Polynomial Interpolation | Author Slides Chapter 10 |
| 11/10 | |||
| 13 | 11/15 | Chapter 11: Piecewise-Linear Interpolation | Author Slides Chapter 11 |
| 11/17 | |||
| 14 | 11/22 | Chapter 12: Best Approximation |
Author Slides Chapter 12 Lecture Notes by Prof. Mark Embree (Rice University): Continuous Least Squares and Orthogonal Polynomials Homework 5 Due Homework 6 |
| 11/24 | No Class - Thanksgiving Break | ||
| 15 | 11/29 | Chapter 14: Numerical Differentiation |
Author Slides Chapter 14 Other Good (Book) References For Numerical Differentiation and Integration: Spectral Methods in Matlab by L.N. Trefethen Spectral Methods for Time-Dependent Problems by J. Hesthaven, S. Gottlieb and D. Gottlieb Spectral Methods by C. Canuto, Y. Hussaini, A. Quarteroni and T. Zang |
| 12/1 |
"Is Gauss Quadrature Better than Clenshaw-Curtis?" by Lloyd N. Trefethen, SIAM Review, 2008 |
16 | 12/6 | Chapter 15: Numerical Integration |
Author Slides Chapter 15 Lecture Notes by Prof. Mark Embree (Rice University): Interpolatory Quadrature / Richardson Extrapolation and Romberg Integration / Gauss Quadrature |
12/8 | Review for Final Exam |
Homework 6 Due Final Review Lecture |
17 | 12/12 | Final Exam: Monday! 10:30 am - 12:30 pm | Good luck! |
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