| Date |
Topic (click for lecture notes) |
Readings |
Assignments |
| Thu, Sep 13 |
Intro; numerical computation and
accuracy |
Ch. 1.1-1.3; Yikes.java;
Article on top 10 algorithms
|
Join this class on
piazza |
| Tue, Sep 18 |
Root finding |
Ch. 5 (focus on 5.1-5.5) |
|
| Thu, Sep 20 |
Optimization |
Ch. 6.1-6.5 |
|
| Tue, Sep 25 |
Constrained optimization and
linear programming |
Ch. 6.7 |
Assignment 0 due |
| Thu, Sep 27 |
Solving linear systems |
Ch. 2.1-2.5 |
|
| Tue, Oct 2 |
Linear systems: iterative and sparse methods |
Ch. 2.6 |
|
| Thu, Oct 4 |
Data modeling and least squares fitting |
Ch. 3.1-3.4.1 |
|
| Tue, Oct 9 |
Nonlinear least squares; robust fitting |
Ch. 6.6 |
Assignment 1 due |
| Thu, Oct 11 |
QR, SVD and application to least squares |
Ch. 3.6 |
|
| Tue, Oct 16 |
Applications of PCA;
Kalman filtering |
UNC notes on Kalman filter |
|
| Thu, Oct 18 |
Integration |
Ch. 8.1-8.4.2, 8.7 |
|
| Tue, Oct 23 |
Monte Carlo integration |
Ch. 8.4.4, 13.2-13.3.1 |
Assignment 2 due |
| Thu, Oct 25 |
In-class exam #1 |
List of covered topics |
|
| Tue, Oct 30 |
No class - fall break |
|
|
| Thu, Nov 1 |
No class - fall break |
|
|
| Tue, Nov 6 |
Ordinary differential equations |
Ch. 9 |
|
| Thu, Nov 8 |
Chaos;
Boundary value problems |
Ch. 10 |
|
| Tue, Nov 13 |
Finite-difference
approximations for derivatives;
Partial differential equations
|
Ch. 11.1-11.3 |
|
| Thu, Nov 15 |
PDE stability analysis;
Multigrid methods;
Poisson image editing
|
Poisson image editing paper
| |
| Tue, Nov 20 |
Simulation |
|
|
| Thu, Nov 22 |
No class - Thanksgiving |
|
|
| Tue, Nov 27 |
Statistics |
|
Assignment 3 due |
| Thu, Nov 29 |
Signal processing, convolution |
|
|
| Tue, Dec 4 |
Fast Fourier transform |
Ch. 12.1-12.3 |
|
| Thu, Dec 6 |
Sampling and aliasing |
|
|
| Tue, Dec 11 |
Data visualization |
|
Assignment 4 due |
| Thu, Dec 13 |
In-class exam #2 |
List of covered topics |
|
| Fri, Dec 14 |
|
|
Final project proposal due |
| Tue, Jan 15 |
Dean's date |
|
Final project writeup due |
