Synopsis_Math224 - Scientific Computing I Math 224 Fall...

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Unformatted text preview: Scientific Computing, I Math 224 - Fall 2011 Dr. Mauro Maggioni Office : 293 Physics Bldg. Phone : 660-2825 Web page :˜mauro E-mail : mauro.maggioni at duke Course Synopsis Prerequisites Mathematics 103 (multivariable calculus) and Mathematics 104 (linear algebra) or equivalents are needed for the mathematical background. Basic experience in programming in C/C++ or FORTRAN or MATLAB is also necessary. Synopsis of course content An introduction to programming for scientific applications. Math 224 focuses on efficient computa- tional approaches to solve problems from linear algebra and nonlinear systems. Topics include solution of linear systems through direct and iterative methods, matrix factorizations and approximations, least square problems, eigenproblems, nonlinear equations and optimization. If time permits, we will also discussed randomized algorithms for linear algebra computations, in particular SVD and QR decompo- sitions. Mathematical background is used to develop stable, reliable, accurate, and efficient numericalsitions....
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