Scientific Computing
CSC 331/431 (801 & 810)

Marcus Schaefer


Latest additions

10th week class examples

Homeworks and Examples

Assignments will be available through this webpage. Written homeworks are due at the beginning of class for in-class students (Section 801), and by midnight for online students (Section 810)  Late homeworks will not be accepted, but the lowest homework score will be dropped.

Homework

due

hw1 1/14
hw2 1/28
hw3 2/4
hw4 2/18
hw5 2/25
hw6 3/4
hw7 3/11

Examples

 

Week 2
Week 6
Week 10

Questions and Answers

There is a page with links for further information.

Schedule

Classes and office hours

The in-class section meets Th 5:45pm-9:00pm, location tba. This course is COL/OL.

Office hours are MTh 4:00-5:30.

During that time you can find me in the CS&TC building, room 749.
If you want to set up an appointment at another time, or simply ask a question, 
send email to mschaefer@cdm.depaul.edu.

Textbook

Required text: Michael Heath, Scientific Computing, McGraw Hill, 2002.

Syllabus

The following is a rough schedule, and we might depart from it.

Week 1-3

Computational Problems. Approximations in Scientific Computation. Sources of Approximation. Absolute Error and Relative Error. Computer Arithmetic. Floating-Point Numbers. Normalization. Properties of Floating-Point Systems. Rounding. Machine Precision. Exceptional Values. Floating-Point Arithmetic

Week 3- 6

Linear Systems. Existence and Uniqueness. Vector Norms. Matrix Determinant. Matrix Inversion  Solving Linear Systems. Problem Transformations. Triangular Linear Systems . Elementary Elimination Matrices. Gaussian Elimination and LU Factorization. Pivoting. Implementation of Gaussian Elimination. Complexity of Solving Linear Systems. Gauss-Jordan Elimination. Applications to Linear Least Squares. Optimization Problems. Existence and Uniqueness. Convexity. Unconstrained Optimality Conditions. Constrained Optimality Conditions. Optimization in One Dimension. Golden Section Search. Successive Parabolic Interpolation. Newton's Method. Safeguarded Methods

Week 7-10 Solvers and Nonlinear Equations. Existence and Uniqueness. Convergence Rates and Stopping Criteria. Nonlinear Equations in One Dimension. Interval Bisection. Fixed-Point Iteration. Newton's Method. Secant Method. Inverse Interpolation. Linear Fractional Interpolation. Zeros of Polynomials. Integration. Numerical Quadrature. Newton-Cotes Quadrature. Gaussian Quadrature. Progressive Gaussian Quadrature. Composite Quadrature. Adaptive Quadrature. Ordinary Differential Equations. Existence, Uniqueness, and Conditioning. Numerical Solution of ODEs. Euler's Method. Accuracy and Stability. Implicit Methods. Stiffness. Taylor Series Methods. Runge-Kutta Methods.

 Official class syllabus.

Grades and exams

Homework, quizzes: 40%, Midterm: 30%, Final: 30%. I will use the following grading scheme:

Grade Percentage
A 95-100
A- 90-95
B+ 87-90
B 83-87
B- 80-83
C+ 77-80
C 73-77
C- 70-73
D+ 65-70
D 60-65
F <60

Throughout the quarter there will be extra credit problems; extra credit does not directly make up for points lost on homeworks or exams; instead it is added in with a weight to the final grade (i.e. not doing extra credit won't harm you, but doing it can move you up).

The midterm and final exams for the in-class section will take place during class. No make-up exams.

General Policies

Academic Honesty

The course adheres to the university Academic Integrity Policy, the following is an excerpt from the policy:

Cheating: Cheating is any action that violates university norms or instructor's guidelines for the preparation and submission of assignments. This includes but is not limited to unauthorized access to examination materials prior to the examination itself, use or possession of unauthorized materials during the examination or quiz; having someone take an examination in one's place-copying from another student; unauthorized assistance to another student; or acceptance of such assistance.

Plagiarism: Plagiarism is a major form of academic dishonesty involving the presentation of the work of another as one's own. Plagiarism includes but is not limited to the following:

Complicity: Complicity is any intentional attempt to facilitate any of the violations described above. This includes but is not limited to allowing another student to copy from a paper or test document; providing any kind of material—including one’s research, data, or writing—to another student if one believes it might be misrepresented to a teacher or university official; providing information about or answers to test questions.

A charge of cheating and/or plagiarism is always a serious matter.  If proven, it can result in an automatic F in the course and, in case of a repeated violation, possible expulsion.

For homework this means that while you can talk to other students about your homework, you cannot exchange any written materials or computer files. Any work you submit with your name on it, needs to have been done by yourself. If you do use someone else's work, you need to clearly mark this by placing quotations within quotation marks and citing any references you use. If you have questions on proper citation, you can visit DePaul's Writing Center.

Using materials prepared for other purposes (e.g., another course or work) needs the course instructor's prior permission for use.

Incomplete

An incomplete grade is given only for an exceptional reason such as a death in the family, a serious illness, etc. Any such reason must be documented. Any incomplete request must be made at least two weeks before the final, and approved by the Dean of CDM. Any consequences resulting from a poor grade for the course will not be considered as valid reasons for such a request.


Marcus Schaefer
Last updated: December 31st, 2009.