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OR 682: Syllabus

Fall 2000
Wednesday 4:30-7:10, Robinson A111

Professor

Stephen G. Nash
Science and Technology II, Room 160
phone: (703) 993-1678 or (703) 993-1499
office hours: Mondays 4pm-5pm, Wednesdays 3pm-4pm, or by appointment
fax: (703) 993-1633

Texts

Michael T. Heath
Scientific Computing: An Introductory Survey
McGraw-Hill (1997)

Kevin Dowd, Charles R. Severance, Mike Loukides
High Performance Computing
O’Reilly & Associates (1998)

(Optional) Matlab Student Version
The Mathworks Inc.
[this is not the same as the Student Edition of Matlab published by Prentice-Hall]

Course Summary

The objectives of this course are to:

  • Understand the fundamentals of algorithm design.
  • Learn how numerical methods are constructed and used for solving computational problems common in engineering and statistics.
  • Become experienced and sophisticated users of numerical software.

Since this course is designed to develop computational skills, use of the computer will play an important role. There will be a number of choices of computers that you can use, and these will be discussed in the first class. Although the computer will be used extensively, heroic computer programming will not be required.

Students will learn how to use a variety of computational tools.  Many of these will be illustrated using the Matlab software environment.  There will also be an introduction to techniques for high-performance computing.

Grading

  • Grading will be based on homework problems handed in during the semester.
  • Unless otherwise specified, all problems will have equal weight.
  • There will be no exams.

Course Schedule (subject to change)

  • 8/30: Introduction to Scientific Computing (Heath: Chapter 1)
  • 9/6: [no class, I am out of town]*
  • 9/13: Systems of Linear Equations (Heath: Chapter 2)
  • 9/20: Systems of Linear Equations
  • 9/27: Linear Least Squares Problems (Heath: Chapter 3)
  • 10/4: Nonlinear Equations (Heath: Chapter 5)
  • 10/10: [note date]* Interpolation (Heath: Chapter 7)
  • 10/11: [no class, fall break]*
  • 10/18: Interpolation
  • 10/25: Ordinary Differential Equations (Heath: Chapter 9)
  • 11/1: Ordinary Differential Equations (Heath: Chapter 10)
  • 11/8: Partial Differential Equations (Heath: Chapter 11)
  • 11/15: Fourier Transforms (Heath: Chapter 12)
  • 11/22: [night before Thanksgiving, no class; make-up class on 12/13]*
  • 11/29: High Performance Computing (Dowd: Chapters 1, 2)*
  • 12/6: Memory, IEEE Arithmetic, compilers (Dowd: Chapters 3, 4, 5)
  • 12/13: Improving Performance (Dowd: Chapters 6, 7, 8)

* The official schedule calls for no class on 10/11, but includes a regularly scheduled class on 11/22 (the night before the Thanksgiving break). In addition, I must attend a meeting out of town on 9/6.  I will like to move the class on 9/6 to Tuesday 10/10, and adjust the schedule of lectures accordingly.

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