Foundations of Scientific Computing

This is: http://www.cs.ucsb.edu/~gilbert/cs110aWin2005/homepage.html
Foundations of Scientific Computing

Foundations of Scientific Computing - CS110A

Winter 2005

Introduction to scientific computing, emphasizing basic numerical algorithms and the informed use of mathematical software. Matrix computation, systems of linear and nonlinear equations, interpolation and zero finding, differential equations, numerical integration. Students will learn and use the Matlab language.

Instructor:

John R. Gilbert
Email: gilbert@cs.ucsb.edu
Office: Phelps 3220
Office Hours: see my home page

Teaching Assistant:

Vikram Aggarwal
Email: vik@cs.ucsb.edu
Office: Phelps 3218
Office Hours: Fridays, 1:00pm-2:00pm, and again at 3:00pm-4:00pm in CSIL

Discussion Group:

There is a Google discussion group for the class at http://groups-beta.google.com/group/UCSB-Computer-Science-110A-Winter-2005. All students are expected to join this group and to watch it for course announcements. You may also use it to post questions (of general interest to the class) for the instructor and t.a. The mailing address for posting to the group is UCSB-Computer-Science-110A-Winter-2005@googlegroups.com.

Classes:

Lecture: MWF 9:00-9:50, Broida 1640
Discussion: F 11:00-11:50 (Code 08201), Phelps 1425

Textbook:

C. B. Moler, Numerical Computing with MATLAB.
The textbook is online here, or you can order it in paperback from SIAM, the Society for Industrial and Applied Mathematics. You can get a discount on it if you are a member of SIAM. If you want to join SIAM, let me know; there are some free student memberships available.

Running Matlab:

Matlab works on the Linux computers in CSIL and ECI 1. Here is a map of the labs. You might need to add the following line to your .bash_profile (for bash shell) or .cshrc (for csh shell) to make sure that the license manager can be located.

Bash shell: export LM_LICENSE_FILE=27000@128.111.56.123
Csh shell: setenv LM_LICENSE_FILE 27000@128.111.56.123

NCM, software for the course:

In MATLAB running on the Linux machines on the UCSB Engineering Network, issue the command:
>> addpath /cs/class/cs110a/ncm

or install your own copy:

Download Windows zip file (binary, 263K)

Download Unix gzip tar archive (binary, 247K)

List of individual files

Grades:

Homework: 50%, Midterm: 20%, Final: 30%

Midterm:

Friday, Feb. 4, in class.

Open book, open notes, no computers.

The midterm will cover Sections 1.3, 1.7 and all of Chapter 2 of the text, as well as general knowledge of Matlab at the level of Chapters 1 and 2.

Final exam:

8:00 - 11:00 am (sigh), Wednesday, March 16

Open book, open notes, no computers.

The final will cover material from the entire course:

general knowledge of Matlab
indexing and permutations
floating-point arithmetic
linear equation systems
LU factorization
Cholesky factorization
interpolation
zero finding
least-squares data fitting
ordinary differential equations

There will be a final exam review in the regular discussion section, Friday, March 11, 11:00 - 11:50, Phelps 1425.

A sample final has been prepared and is posted here. An excellent test preparation is to print out the problems (without looking at the solution), and try to solve the problems in under 3 hours. For the curious, it consists of the following problems:

Problem 1 from the 2004 final (on Floating Point)
Problem 2 from the 2004 final (LU factorization)
Problem 3 from the 2004 final, slightly modified (norms and ill-conditioning).
Problem 4 from the 2004 final, slightly modified.
Problem 5 from the 2004 final (interpolation multiple choice)
Problem 7 from the 2004 final (one BS23 step)
Problem 3 from your midterm test.
A Multiple choice problem
Text problem 7.1, (setting up an ODE in standard form) slightly modified
A least squares problem

Exams from earlier years:

Midterm, 2004.

Midterm, 2003.

Answers to Midterm, 2003.

Questions and answers to Final, 2004.

Final, 2003.

Homework:

There will be a homework assignment every week. You may talk to each other about the assignment, but what you submit must be your own work.

All homework must be submitted in hard copy, on paper. When a homework exercise requires a Matlab program, turn in four things:

the program listing (m-files)

the diary of your Matlab session running the program

copies of any output figures or plots

a description in English of what you did and how

Homework is due every Monday at the beginning of class, or in the CS110A homework box in the Computer Science copy room, 2108 Eng I, by 9am Monday. No late homework will be accepted under any circumstances, but I will drop the two lowest of your 9 homework grades. (Early homework is fine :-)

Due Mon, Jan. 10: Exercises 1.13, 1.15, 1.17, 1.34, 1.39

Due Wed, Jan. 19: Exercises 2.1, 2.4, (2.5), 2.8, 2.10, (2.14) (Note: The due date for 2.5 and 2.14 is moved to Mon, Jan. 24)

Due Mon, Jan. 24: Exercises 2.5 (again), 2.11, 2.14 (again), 2.18

Due Mon, Jan. 31: Exercises 2.21, 2.22, 2.23, 2.26, and extra problem A1 (Due date extended to Wed, Feb. 2 because of CSIL closure)

Due Mon, Feb. 7: Exercises 3.2, 3.3, 3.4

Self-study for Mon, Feb. 14: Exercises 4.1, 4.2a-c, 4.8 (don't turn these in, but I recommend doing them for yourself to test your understanding.)

Due Mon, Feb. 14: Exercises 4.3, 4.14, 4.16 (Do turn these in.)

Due Wed, Feb. 23: Exercises 5.2, 5.3, 5.8 (Do turn these in.)

Self-study for Mon, Feb. 28: Exercises 5.5, 5.7 (Don't turn these in.)

Due Mon, Feb. 28: Exercises 5.11, 7.1 (Do turn these in.)

Note: The exercises in Chapter 7 are numbered differently in the online version of the book and in the SIAM paperback. The following assignments are from the online version.

Self-study for Mon, Mar. 7: Online book Exercises 7.1 (BS23), 7.5 (four ODE's), 7.14 (paratrooper). Don't turn these in.

Due Mon, Mar. 7: Online book Exercises 7.2 (erf), 7.13 (modified Lotka-Volterra), 7.18 (carbon dioxide). Do turn these in.